Chatham Lodging Trust REIT

10-Year Study

CLDT.US · Real Estate · US · Common Stock

Executive Summary: Chatham Lodging Trust REIT has compounded at -5.5% annually over the last 10 years, with a maximum drawdown of 73.4% and an annualized volatility of 36.8%.

1Y CAGR
+27.0%
3Y CAGR
+0.3%
5Y CAGR
-6.2%
10Y CAGR
-5.5%

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 →
73.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +27.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -40.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.48.42.18.5————————25.4%
2025-2.3-7.6-10.6-3.63.8-1.0-2.211.9-10.9-4.65.91.8-19.9%
2024-2.1-2.9-0.2-9.3-7.71.63.2-2.60.3-7.316.6-2.1-13.8%
202315.8-14.1-13.5-2.4-8.30.42.61.9-1.4-3.37.18.9-10.1%
2022-3.33.60.34.1-11.3-18.016.40.0-18.831.43.1-7.7-10.0%
2021-0.830.1-5.55.4-5.0-2.3-4.6-2.32.13.6-6.115.227.0%
2020-10.3-14.1-57.426.4-10.1-9.3-14.932.810.1-3.549.8-1.9-40.3%
201914.9-0.6-3.12.9-2.8-0.3-4.8-6.510.10.12.00.811.3%
2018-1.1-18.35.90.19.72.62.00.1-2.1-6.13.1-11.0-17.0%
2017-1.5-0.0-0.8-1.43.11.83.5-1.45.72.54.80.818.1%
2016———-0.02.31.99.6-13.1-6.6-7.58.97.80.6%

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 36.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.1% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019995.091823796474
2016-05-0110225.844274476121
2016-06-0110417.603991983313
2016-07-0111417.16770965411
2016-08-019920.923827832086
2016-09-019265.273289977777
2016-10-018571.584386546145
2016-11-019330.851977585995
2016-12-0110060.943187860445
2017-01-019911.380151880787
2017-02-019910.698460741407
2017-03-019828.827354902041
2017-04-019687.717289050677
2017-05-019990.183647592949
2017-06-0110165.991792438683
2017-07-0110521.016537827041
2017-08-0110374.384773746711
2017-09-0110962.956903486169
2017-10-0111241.632241264128
2017-11-0111784.53106466522
2017-12-0111877.581905190398
2018-01-0111746.42452997396
2018-02-019593.166728018869
2018-03-0110158.493189905517
2018-04-0110163.878549906609
2018-05-0111151.308165296467
2018-06-0111442.867465608684
2018-07-0111675.733158820403
2018-08-0111685.617680341391
2018-09-0111441.504083329924
2018-10-0110740.657422934819
2018-11-0111071.550301989175
2018-12-019852.891052122104
2019-01-0111325.003067610127
2019-02-0111257.038461014085
2019-03-0110902.49089942329
2019-04-0111219.749955690077
2019-05-0110911.012038665522
2019-06-0110877.745511063848
2019-07-0110356.115451211364
2019-08-019683.83164955622
2019-09-0110658.445471525762
2019-10-0110665.739566717111
2019-11-0110879.108893342604
2019-12-0110968.61493994301
2020-01-019842.87019237324
2020-02-018452.697451838521
2020-03-013601.783304020614
2020-04-014553.833149276726
2020-05-014092.9417699428745
2020-06-013710.9220554351236
2020-07-013159.1612472221086
2020-08-014196.013470216914
2020-09-014620.50254270795
2020-10-014456.760331029218
2020-11-016676.074004390091
2020-12-016548.7340995541745
2021-01-016494.1988084038885
2021-02-018446.630400698052
2021-03-017979.740139337669
2021-04-018410.296262969174
2021-05-017985.807190478139
2021-06-017803.931994491936
2021-07-017446.180484546062
2021-08-017276.371221726859
2021-09-017427.979331124655
2021-10-017694.793243077427
2021-11-017221.835930576574
2021-12-018319.358664976073
2022-01-018046.477701882831
2022-02-018337.491649283544
2022-03-018361.75985384542
2022-04-018707.377261510355
2022-05-017725.060329665835
2022-06-016336.523647865625
2022-07-017373.375870860431
2022-08-017373.375870860431
2022-09-015984.8391890602215
2022-10-017864.53433678269
2022-11-018107.0800441735855
2022-12-017483.46898987007
2023-01-018666.680300489454
2023-02-017446.86217568544
2023-03-016441.708590671738
2023-04-016288.191746083685
2023-05-015766.220840661514
2023-06-015791.988765730023
2023-07-015940.461095886675
2023-08-016051.849428061135
2023-09-015965.342822473994
2023-10-015765.879995091824
2023-11-016177.280597706791
2023-12-016725.019428197472
2024-01-016587.04514158725
2024-02-016398.830218004826
2024-03-016387.650483319018
2024-04-015793.69299357847
2024-05-015345.140223867371
2024-06-015429.192741352747
2024-07-015601.251584931899
2024-08-015454.687989965507
2024-09-015473.639003640232
2024-10-015075.326870901332
2024-11-015916.874582464177
2024-12-015795.056375857226
2025-01-015659.058993551203
2025-02-015231.706818274776
2025-03-014674.90149563036
2025-04-014504.410541671779
2025-05-014674.90149563036
2025-06-014628.0693143550525
2025-07-014528.474238891843
2025-08-015066.328547861535
2025-09-014514.772246990334
2025-10-014306.174758340491
2025-11-014561.808935607455
2025-12-014642.316659168065
2026-01-014846.824000981635
2026-02-015255.838684608778
2026-03-015364.909266909349
2026-04-015821.642330292991
Annual Return Matrix
YearAnnual Return
20170.18056346044393856
2018-0.17046321963762
20190.11323822438700382
2020-0.4029570610864931
20210.2703766160764476
2022-0.10047525401507706
2023-0.10134999726721206
2024-0.13828406925353776
2025-0.19891777437948477
20260.2540381791483113
Total Factor Risk
0.3681468232289887
VTI.US Exposure
0.12610554737527696
VEA.US Exposure
0.1477369543012146
VWO.US Exposure
-0.02960763689142683
QQQ.US Exposure
-0.0053147184135492725
VTV.US Exposure
-0.017662731109309868
IJR.US Exposure
0.14864273602110373
QUAL.US Exposure
-0.11399677011147435
SHV.US Exposure
0.3409542979863625
TLT.US Exposure
-0.007464845138014355
LQD.US Exposure
-0.010025360945936332
HYG.US Exposure
0.11338735360300732
GLD.US Exposure
-0.0025452455296210647
USO.US Exposure
0.000852104874162811
VNQ.US Exposure
0.09231051596763078
BTC-USD.CC Exposure
0.004140015165549993
CPER.US Exposure
-0.0038531369177257596
VIX.INDX Exposure
0.0031317916881459114
UUP.US Exposure
0.004896942537007371
TIP.US Exposure
0.028491192095941507
Idiosyncratic Exposure
0.17982099344165423
Value Score
27.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.8%

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 →56.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.60%
Market Cap$392.6M
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
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
$68
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$68.170.68%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 →
+9.0%
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 →
+21.0%
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 →
2.0% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chatham Lodging Trust REIT a high-risk investment?

Chatham Lodging Trust REIT (CLDT.US) has an annualized volatility of 36.8% and experienced a maximum drawdown of 73.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLDT.US has generated a Compound Annual Growth Rate (CAGR) of -5.5%. It has had a positive return in 40% 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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