Check Cap Ltd

10-Year Study

CHEK.US · Healthcare · US · Common Stock

Executive Summary: Check Cap Ltd has compounded at -10.7% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 298.6%.

1Y CAGR
+27591.1%
3Y CAGR
+375.5%
5Y CAGR
+35.4%
10Y CAGR
-10.7%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
4710.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
395449.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4968.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +8665.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -83.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268727.22.1-7.55.2————————8665.4%
2025-9.2-10.8-1.2-2.86.1-5.6-4.0-0.8188.8-34.413209.4-99.163.6%
20241.06.239.5-28.53.1-12.40.0-6.2-33.2-11.9-27.523.0-52.4%
202338.68.2-56.7-4.910.390.722.0-16.646.4-20.0-14.7-28.5-5.5%
2022-15.67.7-36.8-7.00.6-14.9-1.314.8-17.1-17.2-27.9-36.4-83.7%
2021232.6-10.528.5-9.70.6-20.0-14.1-1.8-18.92.2-6.5-19.446.7%
20208.7-20.9-20.9-57.55.813.3-1.3-32.8-8.6-15.027.017.9-73.3%
201964.7-45.840.6-3.3-11.5-8.2-0.9-3.8-6.9-8.8-21.828.4-20.0%
20182.8-19.5-28.1105.8-67.5-2.6-7.27.2-0.7-10.7-4.8-36.8-79.4%
2017-3.8-7.11.90.5-7.9-2.6-4.2-2.11.1-29.4-23.7-11.6-63.0%
2016———5.8-37.5-23.6-9.461.1-2.512.1-0.56.3-14.5%

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 298.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.0% of variance. Idiosyncratic stock-specific factors contribute 27.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110581.818181818182
2016-05-016618.181818181819
2016-06-015054.545454545455
2016-07-014581.818181818181
2016-08-017381.818181818182
2016-09-017200
2016-10-018072.727272727273
2016-11-018036.363636363636
2016-12-018545.454545454544
2017-01-018218.181818181818
2017-02-017636.363636363637
2017-03-017781.818181818182
2017-04-017818.181818181819
2017-05-017203.636363636363
2017-06-017018.181818181818
2017-07-016719.999999999999
2017-08-016578.181818181819
2017-09-016647.272727272727
2017-10-014690.909090909091
2017-11-013578.181818181818
2017-12-013163.636363636364
2018-01-013250.909090909091
2018-02-012618.1818181818185
2018-03-011883.6363636363635
2018-04-013875.7575757575755
2018-05-011260.6060606060607
2018-06-011227.2727272727273
2018-07-011139.3939393939393
2018-08-011221.2121212121212
2018-09-011212.1212121212122
2018-10-011081.8181818181818
2018-11-011030.3030303030303
2018-12-01651.5151515151515
2019-01-011072.7272727272727
2019-02-01581.8181818181819
2019-03-01818.1818181818181
2019-04-01790.909090909091
2019-05-01700.0000000000001
2019-06-01642.4242424242424
2019-07-01636.3636363636363
2019-08-01612.1212121212121
2019-09-01569.6969696969696
2019-10-01519.3939393939394
2019-11-01406.06060606060606
2019-12-01521.2121212121211
2020-01-01566.6666666666666
2020-02-01448.48484848484856
2020-03-01354.54545454545456
2020-04-01150.6060606060606
2020-05-01159.39393939393938
2020-06-01180.60606060606062
2020-07-01178.18181818181816
2020-08-01119.6969696969697
2020-09-01109.39393939393939
2020-10-0193.03030303030303
2020-11-01118.18181818181817
2020-12-01139.39393939393938
2021-01-01463.6363636363636
2021-02-01415.1515151515151
2021-03-01533.3333333333334
2021-04-01481.8181818181818
2021-05-01484.8484848484849
2021-06-01387.8787878787879
2021-07-01333.3333333333333
2021-08-01327.2727272727273
2021-09-01265.45454545454544
2021-10-01271.2121212121212
2021-11-01253.63636363636363
2021-12-01204.54545454545453
2022-01-01172.72727272727272
2022-02-01186.06060606060606
2022-03-01117.57575757575756
2022-04-01109.39393939393939
2022-05-01110
2022-06-0193.63636363636364
2022-07-0192.42424242424241
2022-08-01106.06060606060606
2022-09-0187.87878787878788
2022-10-0172.72727272727273
2022-11-0152.42424242424242
2022-12-0133.333333333333336
2023-01-0146.212121212121204
2023-02-0150
2023-03-0121.666666666666664
2023-04-0120.60606060606061
2023-05-0122.727272727272727
2023-06-0143.33333333333333
2023-07-0152.87878787878788
2023-08-0144.09090909090909
2023-09-0164.54545454545455
2023-10-0151.666666666666664
2023-11-0144.07575757575758
2023-12-0131.515151515151516
2024-01-0131.81818181818182
2024-02-0133.78787878787879
2024-03-0147.12121212121212
2024-04-0133.71212121212121
2024-05-0134.77272727272727
2024-06-0130.454545454545453
2024-07-0130.454545454545453
2024-08-0128.56060606060606
2024-09-0119.09090909090909
2024-10-0116.81818181818182
2024-11-0112.196969696969697
2024-12-0115
2025-01-0113.621212121212121
2025-02-0112.151515151515152
2025-03-0112.000000000000002
2025-04-0111.666666666666668
2025-05-0112.378787878787879
2025-06-0111.681818181818182
2025-07-0111.212121212121211
2025-08-0111.121212121212121
2025-09-0132.121212121212125
2025-10-0121.060606060606062
2025-11-012803.0303030303025
2025-12-0124.54545454545455
2026-01-012166.6666666666665
2026-02-012212.121212121212
2026-03-012045.4545454545455
2026-04-012151.5151515151515
Annual Return Matrix
YearAnnual Return
2017-0.6297872340425532
2018-0.7940613026819924
2019-0.20000000000000007
2020-0.7325581395348837
20210.46739130434782616
2022-0.837037037037037
2023-0.054545454545454564
2024-0.5240384615384616
20250.6363636363636365
202686.65432098765432
Total Factor Risk
2.9863576980026445
VTI.US Exposure
0.13800379167774537
VEA.US Exposure
0.0025806622711893046
VWO.US Exposure
0.014997038014152793
QQQ.US Exposure
0.058756509391626986
VTV.US Exposure
0.1409006155147129
IJR.US Exposure
0.02806514146964093
QUAL.US Exposure
-0.0023937156820106717
SHV.US Exposure
0.20997912136005645
TLT.US Exposure
0.00738248898530901
LQD.US Exposure
0.0360119366784846
HYG.US Exposure
0.032429834210489644
GLD.US Exposure
0.01093708350268954
USO.US Exposure
0.004781838546095594
VNQ.US Exposure
-0.0018608384177997179
BTC-USD.CC Exposure
0.019965448341779227
CPER.US Exposure
-0.002759128650300071
VIX.INDX Exposure
0.007274876677085934
UUP.US Exposure
-0.00008831106062314847
TIP.US Exposure
0.01891633374858284
Idiosyncratic Exposure
0.2761192734210925
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
298.6%

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$9.4M
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 →
+1.1%
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 →
+245.3%
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 →
23.2% 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 →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Check Cap Ltd a high-risk investment?

Check Cap Ltd (CHEK.US) has an annualized volatility of 298.6% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHEK.US has generated a Compound Annual Growth Rate (CAGR) of -10.7%. It has had a positive return in 30% 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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