Community Healthcare Trust Inc

10-Year Study

CHCT.US · Real Estate · US · Common Stock

Executive Summary: Community Healthcare Trust Inc has compounded at 5.6% annually over the last 10 years, with a maximum drawdown of 61.3% and an annualized volatility of 46.2%.

1Y CAGR
+19.5%
3Y CAGR
-11.8%
5Y CAGR
-12.3%
10Y CAGR
+5.6%

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 →
61.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.21.8-7.010.4————————9.9%
20253.2-3.1-3.1-5.9-1.61.8-7.63.4-0.7-4.29.85.4-3.9%
2024-3.97.8-2.2-0.1-9.9-0.3-7.0-11.8-3.13.43.31.6-21.5%
202319.8-8.7-5.5-2.2-7.20.76.7-4.6-10.5-3.5-3.9-1.7-21.5%
2022-4.1-7.11.2-12.83.6-3.97.6-4.2-11.25.63.21.5-20.7%
2021-5.1-1.15.210.4-6.30.45.0-1.8-6.85.9-9.29.94.1%
202010.11.8-19.6-2.8-0.812.311.83.00.1-1.0-1.64.314.3%
201914.59.40.61.68.50.74.34.84.58.7-0.8-10.055.0%
2018-5.2-10.19.3-0.910.37.80.44.8-0.2-4.17.6-8.68.9%
2017-6.312.20.53.41.53.6-0.96.31.51.70.83.129.9%
2016———-1.64.613.38.81.6-4.62.1-0.95.731.7%

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 46.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.8% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019843.211037942929
2016-05-0110300.731344642369
2016-06-0111669.751868823274
2016-07-0112691.00435974469
2016-08-0112895.639243771433
2016-09-0112306.213900605915
2016-10-0112564.460494239269
2016-11-0112455.416299982804
2016-12-0113170.171658624911
2017-01-0112335.245147128739
2017-02-0113839.003024509657
2017-03-0113903.033613530382
2017-04-0114379.975520691087
2017-05-0114599.783530078192
2017-06-0115125.785209237401
2017-07-0114995.802101983632
2017-08-0115945.740903711347
2017-09-0116185.88090108134
2017-10-0116468.101032784067
2017-11-0116600.410685926425
2017-12-0117111.947318908748
2018-01-0116222.802172791553
2018-02-0114578.13653789741
2018-03-0115940.582041088825
2018-04-0115791.88541255728
2018-05-0117422.794080458025
2018-06-0118787.6672837071
2018-07-0118869.50100648398
2018-08-0119768.35695283181
2018-09-0119736.49338957505
2018-10-0118933.835058011915
2018-11-0120377.406204796735
2018-12-0118626.52869238006
2019-01-0121333.616565006727
2019-02-0123330.501016599403
2019-03-0123461.293357205715
2019-04-0123846.893049697046
2019-05-0125865.4244934705
2019-06-0126050.435468697844
2019-07-0127161.007090907253
2019-08-0128459.017388401662
2019-09-0129733.76222701019
2019-10-0132316.733934189102
2019-11-0132058.68964889388
2019-12-0128866.36522724284
2020-01-0131769.085262849112
2020-02-0132349.71019330562
2020-03-0125999.352613317962
2020-04-0125265.782579229002
2020-05-0125056.089986748808
2020-06-0128138.15636411455
2020-07-0131461.171972202836
2020-08-0132416.471944891207
2020-09-0132458.14746254767
2020-10-0132138.80375079659
2020-11-0131632.52713460585
2020-12-0132998.411879545616
2021-01-0131324.31038145237
2021-02-0130989.186619326516
2021-03-0132608.361403615254
2021-04-0136002.08377588282
2021-05-0133745.84003479703
2021-06-0133874.305829514764
2021-07-0135565.90699885696
2021-08-0134936.930375585434
2021-09-0132545.949281299625
2021-10-0134454.42498912593
2021-11-0131277.37484700432
2021-12-0134359.340070201
2022-01-0132956.43289938195
2022-02-0130615.62427295441
2022-03-0130989.995852679065
2022-04-0127032.743604527663
2022-05-0128006.45363598661
2022-06-0126913.887455871496
2022-07-0128950.42434173925
2022-08-0127720.591954197393
2022-09-0124609.595484477893
2022-10-0125999.757229994237
2022-11-0126836.099899857374
2022-12-0127247.08928878504
2023-01-0132635.571875094833
2023-02-0129808.414003783164
2023-03-0128161.725285507644
2023-04-0127538.51444987305
2023-05-0125558.01697366957
2023-06-0125729.473290241658
2023-07-0127459.310735491967
2023-08-0126195.59170131197
2023-09-0123441.062523391905
2023-10-0122628.08646658372
2023-11-0121756.137529208267
2023-12-0121386.823657937068
2024-01-0120543.905967084433
2024-02-0122151.650330268367
2024-03-0121670.05533133048
2024-04-0121653.76951011036
2024-05-0119516.381917680737
2024-06-0119458.117116296948
2024-07-0118102.14547992596
2024-08-0115971.7375251621
2024-09-0115477.194792583377
2024-10-0115997.329529936576
2024-11-0116521.71274239068
2024-12-0116792.70476132674
2025-01-0117334.688799198862
2025-02-0116800.493632345057
2025-03-0116280.561203329995
2025-04-0115312.31349700078
2025-05-0115071.060803771028
2025-06-0115338.512426789672
2025-07-0114176.352178355031
2025-08-0114663.004885746366
2025-09-0114558.31032075987
2025-10-0113949.36222296402
2025-11-0115317.77582213051
2025-12-0116143.598458410464
2026-01-0116989.146157658888
2026-02-0117287.247493905463
2026-03-0116073.397465076525
2026-04-0117742.441254716312
Annual Return Matrix
YearAnnual Return
20170.29929569351531105
20180.08851017042330978
20190.5497447594221787
20200.14314398850614984
20210.041242232978459414
2022-0.20699614040562542
2023-0.21507859312003919
2024-0.21481071570463717
2025-0.03865406509207214
20260.09903881098286904
Total Factor Risk
0.4620671900294559
VTI.US Exposure
0.22181003972765195
VEA.US Exposure
0.12021008980995228
VWO.US Exposure
-0.016332998728241743
QQQ.US Exposure
0.012508304909060599
VTV.US Exposure
-0.011479248243934164
IJR.US Exposure
-0.010661757653686292
QUAL.US Exposure
-0.06203501051066379
SHV.US Exposure
0.5483614892562076
TLT.US Exposure
0.0011386527599470204
LQD.US Exposure
0.030390532098975985
HYG.US Exposure
-0.007370468582234103
GLD.US Exposure
0.0008687261135556409
USO.US Exposure
0.00007356107532378
VNQ.US Exposure
0.024287087556055617
BTC-USD.CC Exposure
0.0011624695257098732
CPER.US Exposure
0.014256048014492836
VIX.INDX Exposure
-0.011526759254867285
UUP.US Exposure
0.00404057010043738
TIP.US Exposure
-0.0004002553069629752
Idiosyncratic Exposure
0.14069892733321984
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.2%

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 →201.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.99%
Market Cap$459.4M
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
$484
Avg Yield on Cost
4.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$483.524.84%Solid

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 →
+5.1%
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 →
+15.3%
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 →
0.5% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Community Healthcare Trust Inc a high-risk investment?

Community Healthcare Trust Inc (CHCT.US) has an annualized volatility of 46.2% and experienced a maximum drawdown of 61.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHCT.US has generated a Compound Annual Growth Rate (CAGR) of 5.6%. It has had a positive return in 60% 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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