Cullinan Oncology LLC

10-Year Study

CGEM.US · Healthcare · US · Common Stock

Executive Summary: Cullinan Oncology LLC has compounded at -16.5% annually over the last 10 years, with a maximum drawdown of 85.8% and an annualized volatility of 96.3%.

1Y CAGR
+78.9%
3Y CAGR
+13.1%
5Y CAGR
-13.3%
10Y CAGR
-16.5%

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 →
85.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.629.6-8.33.7————————42.4%
2025-13.3-19.6-10.89.44.4-12.93.2-3.0-21.446.031.3-9.0-15.0%
202448.622.0-7.758.5-13.0-25.811.01.3-14.6-7.1-13.5-9.419.5%
202310.3-3.0-9.4-4.95.74.7-1.6-2.3-12.63.1-12.224.4-3.4%
2022-12.66.4-27.0-6.39.019.95.4-0.2-4.92.5-5.4-15.1-31.6%
2021—6.33.1-22.1-8.4-13.4-11.023.1-20.0-1.6-19.0-14.3-59.4%

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 96.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.0% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-0110634.043672717708
2021-03-0110962.904498816102
2021-04-018539.857932123126
2021-05-017821.6258879242305
2021-06-016774.53301762694
2021-07-016032.62299394896
2021-08-017424.36200999737
2021-09-015937.911076032624
2021-10-015845.830044725072
2021-11-014735.59589581689
2021-12-014059.45803735859
2022-01-013546.4351486450932
2022-02-013772.691397000789
2022-03-012754.5382794001584
2022-04-012580.8997632202054
2022-05-012812.4177847934757
2022-06-013372.796632465141
2022-07-013554.3278084714552
2022-08-013546.4351486450932
2022-09-013372.796632465141
2022-10-013456.98500394633
2022-11-013270.1920547224418
2022-12-012775.5853722704555
2023-01-013062.352012628256
2023-02-012970.2709813207052
2023-03-012691.3970007892663
2023-04-012559.852670349908
2023-05-012704.551433833202
2023-06-012830.8339910549857
2023-07-012786.1089187056036
2023-08-012722.967640094712
2023-09-012380.952380952381
2023-10-012454.617205998422
2023-11-012154.696132596685
2023-12-012680.8734543541173
2024-01-013983.1623257037622
2024-02-014859.247566429886
2024-03-014483.0307813733225
2024-04-017106.024730334123
2024-05-016182.583530649829
2024-06-014588.26624572481
2024-07-015090.765588003158
2024-08-015156.537753222836
2024-09-014404.104183109708
2024-10-014091.0286766640365
2024-11-013538.5424888187317
2024-12-013204.4198895027625
2025-01-012778.2162588792426
2025-02-012233.6227308603
2025-03-011991.5811628518811
2025-04-012178.3741120757695
2025-05-012274.401473296501
2025-06-011981.0576164167326
2025-07-012044.1988950276243
2025-08-011983.6885030255196
2025-09-011560.1157590107866
2025-10-012278.347803209682
2025-11-012991.3180741910023
2025-12-012722.967640094712
2026-01-013146.5403841094453
2026-02-014077.8742436201005
2026-03-013738.489871086557
2026-04-013877.926861352276
Annual Return Matrix
YearAnnual Return
2022-0.3162670123136746
2023-0.034123222748815296
20240.19528949950932284
2025-0.1502463054187192
20260.4241545893719807
Total Factor Risk
0.9633936471231803
VTI.US Exposure
-0.00509229599694885
VEA.US Exposure
0.0343594033713754
VWO.US Exposure
-0.0026395957107494257
QQQ.US Exposure
-0.0021470694939392672
VTV.US Exposure
-0.0017449524866916491
IJR.US Exposure
0.02106963168992585
QUAL.US Exposure
0.01615118455580289
SHV.US Exposure
0.6401327973462673
TLT.US Exposure
0.011755198200230845
LQD.US Exposure
0.06249147351805045
HYG.US Exposure
0.003524662666396908
GLD.US Exposure
0.000761273933837137
USO.US Exposure
0.0021756326193756656
VNQ.US Exposure
-0.0012003910321968796
BTC-USD.CC Exposure
0.001894982908230438
CPER.US Exposure
0.0003939668744075874
VIX.INDX Exposure
0.00811458176667764
UUP.US Exposure
0.005065435115349079
TIP.US Exposure
0.0010862378120885005
Idiosyncratic Exposure
0.20384784234251033
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
96.3%

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
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%
Market Cap$873.4M
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
0.0/ 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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+6.1%
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 →
+48.1%
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 →
9.6% 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 →
-0.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cullinan Oncology LLC a high-risk investment?

Cullinan Oncology LLC (CGEM.US) has an annualized volatility of 96.3% and experienced a maximum drawdown of 85.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGEM.US has generated a Compound Annual Growth Rate (CAGR) of -16.5%. It has had a positive return in 40% 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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