Chemtrade Logistics Income Fund

10-Year Study

CHE-UN.TO · Basic Materials · CA · Common Stock

Executive Summary: Chemtrade Logistics Income Fund has compounded at 6.7% annually over the last 10 years, with a maximum drawdown of 71.0% and an annualized volatility of 50.5%.

1Y CAGR
+44.0%
3Y CAGR
+30.9%
5Y CAGR
+23.0%
10Y CAGR
+6.7%

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 →
71.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +42.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -41.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.5-2.04.7-6.1————————3.7%
2025-5.11.0-5.4-1.418.4-0.81.916.53.40.57.12.842.6%
20245.0-8.55.84.27.0-0.62.96.610.5-1.510.0-7.037.5%
202313.4-8.8-13.9-1.57.80.18.2-2.8-4.51.57.3-1.51.9%
2022-0.82.29.2-5.415.6-6.04.22.0-16.75.326.5-2.730.7%
202115.86.9-2.810.81.2-11.11.01.66.311.2-6.11.037.9%
2020-14.1-8.0-41.77.43.22.6-4.38.7-16.8-8.321.717.6-40.4%
20192.2-10.5-1.6-2.85.43.88.97.35.1-5.67.30.219.2%
2018-9.8-4.5-6.2-3.07.2-4.6-0.911.3-4.4-18.6-6.0-9.2-41.3%
2017-5.12.92.03.0-6.53.4-3.67.86.5-0.8-0.81.09.3%
2016———2.9-2.92.12.6-4.86.3-2.60.97.612.0%

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 50.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.8% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110291.71528588098
2016-05-019996.737807555739
2016-06-0110209.784067953977
2016-07-0110479.291351425954
2016-08-019976.913715009849
2016-09-0110607.646077213583
2016-10-0110328.226747468663
2016-11-0110416.055005583366
2016-12-0111204.62729451324
2017-01-0110629.477672802097
2017-02-0110939.135017126511
2017-03-0111154.565187387861
2017-04-0111491.825698548324
2017-05-0110747.669414436456
2017-06-0111117.928256860014
2017-07-0110720.317185480735
2017-08-0111557.445954254023
2017-09-0112307.1228717331
2017-10-0112214.15038707168
2017-11-0112115.280862222557
2017-12-0112241.377147087238
2018-01-0111035.746101052684
2018-02-0110540.018318465263
2018-03-019888.58358113449
2018-04-019593.355164928922
2018-05-0110279.921205505576
2018-06-019810.918307173059
2018-07-019718.447698272292
2018-08-0110813.917014842975
2018-09-0110335.127539177676
2018-10-018417.585726653366
2018-11-017911.820428852837
2018-12-017185.857141064729
2019-01-017340.560344286771
2019-02-016572.314023663442
2019-03-016467.67292756678
2019-04-016288.170142942021
2019-05-016624.69987736085
2019-06-016878.8598680751675
2019-07-017488.851982431922
2019-08-018031.965084317394
2019-09-018443.138940147566
2019-10-017967.435527336336
2019-11-018548.352307363088
2019-12-018563.114330476354
2020-01-017358.7183530482525
2020-02-016768.888958191384
2020-03-013945.7483612664378
2020-04-014236.055684941315
2020-05-014371.597190101948
2020-06-014486.915549227298
2020-07-014296.12175511697
2020-08-014669.762655650102
2020-09-013886.7439434379708
2020-10-013564.263378499456
2020-11-014336.066088145955
2020-12-015099.437800397945
2021-01-015902.761324210528
2021-02-016308.400468367649
2021-03-016130.949272071235
2021-04-016792.245309829496
2021-05-016873.688912179571
2021-06-016112.564049964133
2021-07-016176.698740476245
2021-08-016277.604473485092
2021-09-016674.854500024714
2021-10-017420.1805155046395
2021-11-016967.208847371556
2021-12-017033.550602132061
2022-01-016976.650942239577
2022-02-017129.774774353791
2022-03-017783.77176526185
2022-04-017367.087727342307
2022-05-018518.895268779772
2022-06-018008.1259186786165
2022-07-018345.12410831742
2022-08-018512.76107801296
2022-09-017093.896967672413
2022-10-017468.557640775722
2022-11-019445.35550780282
2022-12-019190.287324209927
2023-01-0110419.91108102593
2023-02-019501.338000578799
2023-03-018176.397666137112
2023-04-018051.207047005603
2023-05-018679.45455616073
2023-06-018690.001080576742
2023-07-019401.391912745994
2023-08-019135.180717055973
2023-09-018727.065281512541
2023-10-018856.54319324475
2023-11-019507.334586364008
2023-12-019365.33701443612
2024-01-019831.336284631756
2024-02-018995.98071423231
2024-03-019514.612095043174
2024-04-019912.416729486906
2024-05-0110606.997617447136
2024-06-0110544.765465376307
2024-07-0110847.223608067918
2024-08-0111564.917346677077
2024-09-0112783.48603892767
2024-10-0112591.181282291098
2024-11-0113845.09530977252
2024-12-0112879.798756963648
2025-01-0112216.767699872144
2025-02-0112336.206430772683
2025-03-0111667.458185836875
2025-04-0111509.231602035337
2025-05-0113627.70935296758
2025-06-0113516.27683886617
2025-07-0113769.178043140093
2025-08-0116042.989083565059
2025-09-0116593.959429900013
2025-10-0116678.033680528803
2025-11-0117865.92603440258
2025-12-0118365.767054365693
2026-01-0119748.18383709113
2026-02-0119359.85746728397
2026-03-0120275.78073048017
2026-04-0119046.185116874316
Annual Return Matrix
YearAnnual Return
20170.09252872276096857
2018-0.41298621431865945
20190.19166220012099444
2020-0.404487946371461
20210.37927961423182444
20220.3066355592044936
20230.019047248910821324
20240.3752627094049248
20250.4259358706544989
20260.03704817013601858
Total Factor Risk
0.5052984670250004
VTI.US Exposure
0.006735154481959831
VEA.US Exposure
0.002646586360494732
VWO.US Exposure
0.02153058828491862
QQQ.US Exposure
-0.006319197635372547
VTV.US Exposure
-0.01879731920497256
IJR.US Exposure
0.04080456435891043
QUAL.US Exposure
0.012092751233067038
SHV.US Exposure
0.5683405046611038
TLT.US Exposure
0.018622352442213018
LQD.US Exposure
0.181088568080447
HYG.US Exposure
-0.0026130890555640988
GLD.US Exposure
-0.0007009230379625091
USO.US Exposure
-0.00007048768222916481
VNQ.US Exposure
0.004531351632554392
BTC-USD.CC Exposure
-0.0006682483968015788
CPER.US Exposure
0.007121711139373365
VIX.INDX Exposure
-0.00901312496693494
UUP.US Exposure
0.0024315545802235405
TIP.US Exposure
0.057842914945094345
Idiosyncratic Exposure
0.11439378777947704
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.5%

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 →13.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.29%
Market Cap$1.8B
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
$298
Avg Yield on Cost
1.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$72.140.72%Solid
2026$225.842.26%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 →
-3.7%
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 →
+10.1%
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 →
14.5% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chemtrade Logistics Income Fund a high-risk investment?

Chemtrade Logistics Income Fund (CHE-UN.TO) has an annualized volatility of 50.5% and experienced a maximum drawdown of 71.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHE-UN.TO?

Over the past 10 years, CHE-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 6.7%. It has had a positive return in 80% 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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