Clearfield Inc

10-Year Study

CLFD.US · Technology · US · Common Stock

Executive Summary: Clearfield Inc has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 81.8% and an annualized volatility of 148.8%.

1Y CAGR
-23.9%
3Y CAGR
-9.9%
5Y CAGR
-5.3%
10Y CAGR
+4.8%

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 →
81.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +241.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -69.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.15.6-15.89.1————————-1.0%
202517.7-11.2-8.3-3.529.417.00.9-25.55.42.7-16.8-0.7-6.0%
2024-13.419.82.2-2.327.00.812.6-14.14.5-7.8-14.81.36.6%
2023-24.1-12.3-25.7-6.2-10.521.1-1.3-24.8-18.5-16.25.914.3-69.1%
2022-23.6-0.61.7-10.76.10.259.117.8-9.916.18.4-28.511.5%
202126.73.5-7.014.010.1-1.016.24.1-2.628.014.630.4241.5%
2020-8.8-15.710.510.06.10.933.5-5.614.63.813.64.077.3%
201918.623.41.20.3-9.8-0.30.0-19.310.94.110.12.740.5%
20185.74.2-4.4-5.4-11.52.317.25.4-1.5-10.62.7-19.6-19.0%
2017-16.9-4.90.6-14.0-7.81.1-12.96.111.50.76.6-16.1-40.8%
2016———15.5-2.4-1.211.9-9.43.8-10.914.67.828.8%

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 148.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.5% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111549.471064094585
2016-05-0111269.446172993154
2016-06-0111132.545115121344
2016-07-0112451.773490976977
2016-08-0111275.668948350965
2016-09-0111698.817672682017
2016-10-0110423.148724331051
2016-11-0111947.728686994398
2016-12-0112881.144990665836
2017-01-0110703.173615432483
2017-02-0110174.23771001867
2017-03-0110236.465463596764
2017-04-018805.22713130056
2017-05-018120.721841941506
2017-06-018214.06347230865
2017-07-017156.191661481021
2017-08-017591.785936527691
2017-09-018462.974486621031
2017-10-018525.202240199127
2017-11-019085.25202240199
2017-12-017622.899813316739
2018-01-018058.494088363409
2018-02-018400.746733042937
2018-03-018027.380211574362
2018-04-017591.785936527691
2018-05-016720.5973864343505
2018-06-016876.166770379589
2018-07-018058.494088363409
2018-08-018494.088363410081
2018-09-018369.63285625389
2018-10-017479.775980087119
2018-11-017678.904791537026
2018-12-016172.993154947107
2019-01-017324.206596141879
2019-02-019035.469819539514
2019-03-019147.479775980086
2019-04-019172.370877411326
2019-05-018270.068450528936
2019-06-018245.177349097698
2019-07-018245.177349097698
2019-08-016652.146857498445
2019-09-017373.988799004355
2019-10-017672.682016179216
2019-11-018444.306160547605
2019-12-018674.548848786559
2020-01-017915.37025513379
2020-02-016670.815183571874
2020-03-017373.988799004355
2020-04-018108.276291225887
2020-05-018606.098319850653
2020-06-018686.994399502179
2020-07-0111599.253266957063
2020-08-0110952.084629744868
2020-09-0112551.33789670193
2020-10-0113024.268823895458
2020-11-0114797.759800871188
2020-12-0115382.700684505287
2021-01-0119489.732420659613
2021-02-0120168.01493466086
2021-03-0118749.222153080274
2021-04-0121375.233354075917
2021-05-0123534.536403235845
2021-06-0123304.29371499689
2021-07-0127081.518357187306
2021-08-0128195.395146235223
2021-09-0127473.553204729305
2021-10-0135152.457996266334
2021-11-0140286.24766645923
2021-12-0152532.6695706285
2022-01-0140118.23273179839
2022-02-0139894.212818917236
2022-03-0140584.940883634095
2022-04-0136235.2209085252
2022-05-0138456.75171126322
2022-06-0138550.09334163037
2022-07-0161325.45115121344
2022-08-0172252.64467952707
2022-09-0165115.12134411948
2022-10-0175588.052271313
2022-11-0181904.16925948973
2022-12-0158581.20721841941
2023-01-0144467.95270690727
2023-02-0139010.57871810827
2023-03-0128985.687616677034
2023-04-0127181.082762912258
2023-05-0124337.27442439328
2023-06-0129464.841319228373
2023-07-0129085.252022401994
2023-08-0121873.055382700684
2023-09-0117834.474175482264
2023-10-0114947.106409458616
2023-11-0115830.74051026758
2023-12-0118095.830740510264
2024-01-0115675.17112632234
2024-02-0118774.113254511514
2024-03-0119191.039203484754
2024-04-0118742.999377722466
2024-05-0123808.338518979464
2024-06-0123995.021779713756
2024-07-0127006.84505289359
2024-08-0123210.952084629742
2024-09-0124243.932794026136
2024-10-0122358.43186060983
2024-11-0119041.692594897322
2024-12-0119290.603609209706
2025-01-0122706.90728064717
2025-02-0120168.01493466086
2025-03-0118494.08836341008
2025-04-0117840.696950840076
2025-05-0123092.719352831362
2025-06-0127013.067828251395
2025-07-0127261.97884256378
2025-08-0120298.693217174856
2025-09-0121393.90168014935
2025-10-0121966.397013067828
2025-11-0118270.068450528936
2025-12-0118139.390168014932
2026-01-0118525.202240199127
2026-02-0119564.40572495333
2026-03-0116471.686372121967
2026-04-0117965.152457996268
Annual Return Matrix
YearAnnual Return
2017-0.40821256038647336
2018-0.19020408163265312
20190.405241935483871
20200.7733142037302725
20212.4150485436893208
20220.11513859275053306
2023-0.6910983641385171
20240.06602475928473184
2025-0.05967741935483872
2026-0.009605488850771837
Total Factor Risk
1.4875761938616878
VTI.US Exposure
0.09453691939509275
VEA.US Exposure
-0.010514163927317076
VWO.US Exposure
0.001142172197637942
QQQ.US Exposure
-0.01454104303571387
VTV.US Exposure
-0.004768107011641108
IJR.US Exposure
0.007320293575344974
QUAL.US Exposure
-0.00022986749838943842
SHV.US Exposure
0.8554221624851015
TLT.US Exposure
0.006555462703364815
LQD.US Exposure
-0.002052269713535487
HYG.US Exposure
0.01355521522321857
GLD.US Exposure
0.0005370715098447406
USO.US Exposure
0.00013368308196819582
VNQ.US Exposure
-0.007478983646970904
BTC-USD.CC Exposure
-0.0007158636271109821
CPER.US Exposure
0.001061949143580483
VIX.INDX Exposure
-0.002968780049324028
UUP.US Exposure
0.004712623945019619
TIP.US Exposure
-0.0003909858206574414
Idiosyncratic Exposure
0.0586825110704867
Value Score
26.3
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
148.8%

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 →59.1x
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$368.5M
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 →
-2.5%
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 →
-12.5%
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 →
36.3% 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 →
2.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Clearfield Inc a high-risk investment?

Clearfield Inc (CLFD.US) has an annualized volatility of 148.8% and experienced a maximum drawdown of 81.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLFD.US has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 50% 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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