CGEH

10-Year Study

CGEH.US · Industrials · US · Common Stock

Executive Summary: CGEH has compounded at 172.1% annually over the last 10 years, with a maximum drawdown of 70.4% and an annualized volatility of 263.9%.

1Y CAGR
+1053.6%
3Y CAGR
+172.1%
5Y CAGR
+172.1%
10Y CAGR
+172.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
7.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
32.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
260.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +102.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 102.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.67.3-2.766.812.2———————102.4%
2025290.5-6.1-2.6-24.01.887.9-6.4123.520.4-10.714.779.42300.0%
2023—————————-54.4-19.5-19.2-70.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 263.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.5% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-014555.712520994034
2023-11-013667.136722295988
2023-12-012961.9181380214923
2025-01-0111565.58547146434
2025-02-0110861.777282408157
2025-03-0110578.279394632018
2025-04-018039.492339920333
2025-05-018180.536065182092
2025-06-0115373.766053531865
2025-07-0114386.459976699543
2025-08-0132157.96935968133
2025-09-0138716.502584353184
2025-10-0134555.71268913126
2025-11-0139633.286798554625
2025-12-0171086.03753192716
2026-01-0173624.82458663883
2026-02-0178984.48614658572
2026-03-0176868.83026765933
2026-04-01128208.74626294005
2026-05-01143864.59976699544
Annual Return Matrix
YearAnnual Return
20261.0238095238095237
Total Factor Risk
2.639134888039099
VTI.US Exposure
0.04645772868193422
VEA.US Exposure
0.0012819879589346986
VWO.US Exposure
0.02769225508724046
QQQ.US Exposure
0.020732360751877916
VTV.US Exposure
0.015580201539002808
IJR.US Exposure
0.023605194382210773
QUAL.US Exposure
0.005950482428836413
SHV.US Exposure
0.5748698450381932
TLT.US Exposure
0.0028721324152975766
LQD.US Exposure
-0.0023821026285609807
HYG.US Exposure
0.1153056037875116
GLD.US Exposure
0.005184770630020371
USO.US Exposure
0.00009399738555214985
VNQ.US Exposure
0.02244354258023697
BTC-USD.CC Exposure
0.018834689333192028
CPER.US Exposure
0.0007619386268207174
VIX.INDX Exposure
0.006950973640860541
UUP.US Exposure
0.0003680048005829222
TIP.US Exposure
0.05472480121188499
Idiosyncratic Exposure
0.058671592348370626
Value Score
50
Growth Score
66.4
Profit Score
46.6
Health Score
33.2
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
263.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$296.3M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.66
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+52.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+133.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
16.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.24
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
70
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+32.1%
50.0% retracement+60.9%
61.8% retracement+105.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is CGEH a high-risk investment?

CGEH (CGEH.US) has an annualized volatility of 263.9% and experienced a maximum drawdown of 70.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CGEH.US?

Over the past 10 years, CGEH.US has generated a Compound Annual Growth Rate (CAGR) of 172.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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