Colliers International Group Inc Bats

10-Year Study

CIGI.US · Real Estate · US · Common Stock

Executive Summary: Colliers International Group Inc Bats has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 41.3% and an annualized volatility of 36.3%.

1Y CAGR
-4.7%
3Y CAGR
+7.8%
5Y CAGR
+1.0%
10Y CAGR
+11.7%

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 →
41.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +67.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.0-13.1-10.07.7————————-21.7%
20254.7-9.9-5.4-1.60.98.515.59.7-5.52.1-9.72.28.4%
2024-7.2-1.05.2-14.97.8-0.320.67.15.20.50.6-11.47.7%
202316.58.0-8.90.9-12.75.73.114.0-17.5-4.714.721.737.8%
2022-1.7-6.0-5.1-15.510.4-9.813.9-6.5-21.52.50.8-2.6-37.9%
2021-0.917.2-5.19.82.90.914.88.7-8.613.8-6.99.967.0%
20203.9-0.2-40.614.6-6.511.6-5.817.35.36.325.8-0.014.5%
201916.36.7-2.2-3.6-4.416.41.3-7.011.2-10.87.98.041.9%
20180.33.810.5-2.06.05.18.3-0.5-4.9-12.5-3.0-16.3-8.7%
2017-0.337.7-6.43.59.75.4-4.6-3.4-4.417.94.1-1.064.5%
2016———9.4-5.3-12.820.9-0.32.2-17.31.44.3-2.7%

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 36.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 53.4% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110940.294964882563
2016-05-0110361.855236327934
2016-06-019030.979943682638
2016-07-0110919.688420416662
2016-08-0110885.326198362263
2016-09-0111128.666832094423
2016-10-019205.569161389161
2016-11-019337.839441573435
2016-12-019734.81211362729
2017-01-019708.325691290229
2017-02-0113363.856552557476
2017-03-0112502.93993893558
2017-04-0112940.019851330795
2017-05-0114198.259771925472
2017-06-0114967.013345704452
2017-07-0114277.638123186138
2017-08-0113787.153815447356
2017-09-0113177.31877569075
2017-10-0115537.037836204943
2017-11-0116173.386270215451
2017-12-0116014.413792359393
2018-01-0116067.46755278404
2018-02-0116677.81505896061
2018-03-0118429.182535144406
2018-04-0118057.671352587684
2018-05-0119132.367379084895
2018-06-0120101.333491568577
2018-07-0121774.239661664273
2018-08-0121654.72709814541
2018-09-0120592.573012978886
2018-10-0118016.835870491646
2018-11-0117472.488644823006
2018-12-0114625.899513426619
2019-01-0117007.30399508032
2019-02-0118147.487835665503
2019-03-0117743.5024652332
2019-04-0117110.957071497156
2019-05-0116361.461446342068
2019-06-0119048.835352630842
2019-07-0119298.865021739366
2019-08-0117953.0472871646
2019-09-0119961.13346783329
2019-10-0117806.751610223433
2019-11-0119205.757964807046
2019-12-0120751.08696824866
2020-01-0121565.477025321234
2020-02-0121520.245120780244
2020-03-0112777.487080451832
2020-04-0114637.821100669984
2020-05-0113679.697698756056
2020-06-0115266.455566464196
2020-07-0114387.386852808855
2020-08-0116872.768073881474
2020-09-0117765.160914455868
2020-10-0118881.285805219606
2020-11-0123758.779358931482
2020-12-0123756.05519533062
2021-01-0123550.825880093646
2021-02-0127591.46177000507
2021-03-0126184.17503695153
2021-04-0128753.546807064482
2021-05-0129582.447755397083
2021-06-0129859.341453678426
2021-07-0134288.37294608853
2021-08-0137264.184531066254
2021-09-0134053.71726957891
2021-10-0138762.74423070699
2021-11-0136090.90614851816
2021-12-0139677.793481427136
2022-01-0139013.151506651266
2022-02-0136658.90774525564
2022-03-0134806.47649667167
2022-04-0129428.033531487014
2022-05-0132497.626471318064
2022-06-0129324.407426987018
2022-07-0133403.262523060985
2022-08-0131219.508248012167
2022-09-0124499.832774115588
2022-10-0125109.23626320275
2022-11-0125304.378081541498
2022-12-0124643.107596370653
2023-01-0128718.159652170158
2023-02-0131010.044341831283
2023-03-0128260.311363808
2023-04-0128514.683511527794
2023-05-0124900.149963857628
2023-06-0126330.875292645298
2023-07-0127159.479549892654
2023-08-0130962.034329855753
2023-09-0125542.459191489816
2023-10-0124330.3682206087
2023-11-0127907.653551122574
2023-12-0133967.407135690315
2024-01-0131529.658319757466
2024-02-0131204.78158141743
2024-03-0132815.6523427807
2024-04-0127932.090107779775
2024-05-0130112.095286387812
2024-06-0130015.832515185186
2024-07-0136204.511862249026
2024-08-0138782.67647725188
2024-09-0140812.421107143244
2024-10-0141035.53280324525
2024-11-0141301.691678624215
2024-12-0136594.957330427555
2025-01-0138312.07047222432
2025-02-0134509.13808542545
2025-03-0132646.673283776934
2025-04-0132127.24810926863
2025-05-0132425.989060190528
2025-06-0135173.88794786868
2025-07-0140608.67524733248
2025-08-0144553.399000960206
2025-09-0142090.64721811649
2025-10-0142985.19781203811
2025-11-0138797.969554100266
2025-12-0139651.41494675743
2026-01-0136870.61032053426
2026-02-0132023.756864352836
2026-03-0128830.281910474812
2026-04-0131039.281899686048
Annual Return Matrix
YearAnnual Return
20170.6450665514069445
2018-0.08670403406181793
20190.41879047843854655
20200.14481016014630343
20210.6702181046130091
2022-0.3789194046814649
20230.3783735270746824
20240.07735504167983476
20250.08352127832072997
2026-0.21719610910822384
Total Factor Risk
0.36258639079726673
VTI.US Exposure
0.5339559854088063
VEA.US Exposure
-0.08341350119708245
VWO.US Exposure
0.05918943012651959
QQQ.US Exposure
-0.11930534491134083
VTV.US Exposure
-0.038913629440719404
IJR.US Exposure
0.10845188502621404
QUAL.US Exposure
-0.06765298567842912
SHV.US Exposure
0.22544248920650609
TLT.US Exposure
0.060408291909434704
LQD.US Exposure
-0.024931973468591464
HYG.US Exposure
0.03256363037991339
GLD.US Exposure
-0.0029981064196636306
USO.US Exposure
0.00821255477538232
VNQ.US Exposure
0.05220251797210732
BTC-USD.CC Exposure
0.00620960188461862
CPER.US Exposure
-0.015241242869826253
VIX.INDX Exposure
-0.02327531242519888
UUP.US Exposure
0.034062616886357554
TIP.US Exposure
-0.005946083419836343
Idiosyncratic Exposure
0.2609791762548284
Value Score
28.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.3%

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 →53.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.28%
Market Cap$5.5B
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 →
+1.0%
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 →
-18.6%
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 →
32.0% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Colliers International Group Inc Bats a high-risk investment?

Colliers International Group Inc Bats (CIGI.US) has an annualized volatility of 36.3% and experienced a maximum drawdown of 41.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CIGI.US has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 70% 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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