Calidi Biotherapeutics Inc.

10-Year Study

CLDI.US · Healthcare · US · Common Stock

Executive Summary: Calidi Biotherapeutics Inc. has compounded at -85.8% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 276.6%.

1Y CAGR
-94.8%
3Y CAGR
-95.6%
5Y CAGR
-85.8%
10Y CAGR
-85.8%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
117.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +3.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -92.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.8-22.1-69.9-0.8-21.9———————-84.2%
2025-34.116.1-35.7-14.7-27.5-34.3159.1-76.9-7.91.3-1.9-22.5-91.5%
2024-47.0-25.4-5.4-65.5-2.65.3-21.5-27.40.03.579.7-45.8-92.4%
20230.80.10.10.01.40.80.4-12.8-63.8-34.4-3.7-28.1-85.2%
20220.20.20.40.2-0.10.40.20.4-1.51.01.40.83.7%
2021———————————-0.1-0.1%

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 276.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.5% of variance. Idiosyncratic stock-specific factors contribute 12.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-019989.816079282718
2022-01-0110010.182884818521
2022-02-0110030.549690354323
2022-03-0110071.283301425923
2022-04-0110091.649071062964
2022-05-0110081.466186244446
2022-06-0110122.199797316049
2022-07-0110142.56556695309
2022-08-0110183.299178024692
2022-09-0110030.549690354323
2022-10-0110132.382682134568
2022-11-0110274.949284986418
2022-12-0110356.415471230865
2023-01-0110437.88165747531
2023-02-0110448.064542293829
2023-03-0110458.24846301111
2023-04-0110458.24846301111
2023-05-0110600.8140299642
2023-06-0110682.281252107407
2023-07-0110723.013827280247
2023-08-019348.268438246914
2023-09-013385.94697669321
2023-10-012219.959272604321
2023-11-012138.492827385185
2023-12-011537.6781499842596
2024-01-01814.6639342419753
2024-02-01607.9429557485803
2024-03-01575.3564294558641
2024-04-01198.57433073429786
2024-05-01193.4826779081019
2024-06-01203.66598356049383
2024-07-01159.8777983898611
2024-08-01116.0896132192284
2024-09-01116.0896132192284
2024-10-01120.16292900581792
2024-11-01215.88594710618057
2024-12-01117.10794216587578
2025-01-0177.18940537391128
2025-02-0189.61303632751928
2025-03-0157.63747179377162
2025-04-0149.185335062231104
2025-05-0135.64154550449461
2025-06-0123.4215880285272
2025-07-0160.692462680193294
2025-08-0114.002036167459977
2025-09-0112.898845463638763
2025-10-0113.068566954746657
2025-11-0112.813984718084814
2025-12-019.928716334390918
2026-01-018.655804139461807
2026-02-016.746435705441359
2026-03-012.0281737529565844
2026-04-012.0112015876598766
2026-05-011.5699252899454734
Annual Return Matrix
YearAnnual Return
20220.03669731144584465
2023-0.8515240959330201
2024-0.9238410572673648
2025-0.9152173955859668
2026-0.8418803360805471
Total Factor Risk
2.7655222363772163
VTI.US Exposure
0.010703809765754375
VEA.US Exposure
-0.000757654044694975
VWO.US Exposure
-0.0003740575855491753
QQQ.US Exposure
0.0010254308326065594
VTV.US Exposure
0.00032108531758781437
IJR.US Exposure
-0.0018819214033578989
QUAL.US Exposure
0.001803446542397229
SHV.US Exposure
0.8150513266173122
TLT.US Exposure
0.01336010266344011
LQD.US Exposure
0.0031434787068169135
HYG.US Exposure
0.00021593089967097138
GLD.US Exposure
0.013344794307525921
USO.US Exposure
0.0008040482548000256
VNQ.US Exposure
0.005016488124547164
BTC-USD.CC Exposure
0.002432765611599463
CPER.US Exposure
-0.0003770514257120103
VIX.INDX Exposure
0.0027112157977980857
UUP.US Exposure
-0.000007090947533799117
TIP.US Exposure
0.007066592799561815
Idiosyncratic Exposure
0.1263972591654293
Value Score
46.3
Growth Score
50
Profit Score
37.5
Health Score
19.7
Yield Score
0
Moat Score
0

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
276.6%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$3.6M
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
1.0/ 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
0.99
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-19.8%
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 →
-83.1%
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 →
98.5% 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 →
1.38
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
40
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-97.5%
50.0% retracement-97.0%
61.8% retracement-96.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Calidi Biotherapeutics Inc. a high-risk investment?

Calidi Biotherapeutics Inc. (CLDI.US) has an annualized volatility of 276.6% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLDI.US has generated a Compound Annual Growth Rate (CAGR) of -85.8%. It has had a positive return in 20% 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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