CLIK.US

10-Year Study

CLIK.US · Unknown · Unknown · Common Stock

Executive Summary: CLIK.US has compounded at -85.6% annually over the last 10 years, with a maximum drawdown of 97.9% and an annualized volatility of 1083.5%.

1Y CAGR
-84.2%
3Y CAGR
-85.6%
5Y CAGR
-85.6%
10Y CAGR
-85.6%

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 →
97.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
189.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-48.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -85.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-16.3-12.7-54.957.2————————-48.2%
2025-1.7-1.6134.6-91.9123.6-14.8-12.9-13.2-4.1-22.6-16.3-11.2-85.3%
2024——————————1.2-28.7-27.9%

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 1083.5%. The dominant macroeconomic risk driver is TLT.US, accounting for 20.0% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110121.211812953756
2024-12-017212.121366250395
2025-01-017090.908782650726
2025-02-016975.757329150883
2025-03-0116363.636363636364
2025-04-011333.3333140671855
2025-05-012981.8182280569367
2025-06-012539.3938777422663
2025-07-012212.1211735889165
2025-08-011921.2121674508758
2025-09-011842.4242193048651
2025-10-011426.2626147029375
2025-11-011193.9393631135574
2025-12-011060.6060606060607
2026-01-01887.8787840255584
2026-02-01774.7474747474747
2026-03-01349.49494949494954
2026-04-01549.4949494949495
Annual Return Matrix
YearAnnual Return
2025-0.8529411796133607
2026-0.48190476190476184
Total Factor Risk
10.834705468780149
VTI.US Exposure
0.014250359144774422
VEA.US Exposure
0.034240896490728145
VWO.US Exposure
0.06889303229472953
QQQ.US Exposure
0.0006443124715651415
VTV.US Exposure
0.07005036216919357
IJR.US Exposure
0.10146379390352168
QUAL.US Exposure
0.0013700814583288892
SHV.US Exposure
0.032892208392541866
TLT.US Exposure
0.20024319814041347
LQD.US Exposure
0.13320001959915723
HYG.US Exposure
0.1723634278782071
GLD.US Exposure
-0.001190534692655952
USO.US Exposure
-0.00008619138671916043
VNQ.US Exposure
0.04102627688765865
BTC-USD.CC Exposure
0.00930241470463608
CPER.US Exposure
0.00001923067729842618
VIX.INDX Exposure
0.021082669325641217
UUP.US Exposure
0.007394450103361359
TIP.US Exposure
0.09062364900760847
Idiosyncratic Exposure
0.0022163434300099486
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
1083.5%

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$0
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
1.30
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 →
-8.1%
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 →
-60.1%
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 →
96.6% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CLIK.US a high-risk investment?

CLIK.US (CLIK.US) has an annualized volatility of 1083.5% and experienced a maximum drawdown of 97.9% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, CLIK.US has generated a Compound Annual Growth Rate (CAGR) of -85.6%. It has had a positive return in 0% 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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