Series Portfolios Trust

10-Year Study

CLOX.US · · US · ETF

Executive Summary: Series Portfolios Trust has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 0.2% and an annualized volatility of 7.1%.

1Y CAGR
+4.0%
3Y CAGR
+5.9%
5Y CAGR
+5.9%
10Y CAGR
+5.9%

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 →
0.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.5-0.0-0.20.2————————0.4%
20250.80.20.10.10.90.50.30.70.20.40.50.55.5%
20240.90.50.50.70.90.20.60.50.50.30.90.47.2%
2023———————0.30.90.30.80.73.0%

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 7.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 96.4% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-0110031.361473072233
2023-09-0110119.164427653119
2023-10-0110147.316393247196
2023-11-0110228.333532017132
2023-12-0110302.839955617097
2024-01-0110394.494319171765
2024-02-0110442.407680809896
2024-03-0110495.043603451597
2024-04-0110572.025932820423
2024-05-0110667.80680598986
2024-06-0110690.961109939388
2024-07-0110754.463507899975
2024-08-0110808.016432678289
2024-09-0110862.348809272726
2024-10-0110895.223335870372
2024-11-0110990.545707971502
2024-12-0111039.697022494063
2025-01-0111128.600379638885
2025-02-0111153.405287434322
2025-03-0111164.730263821517
2025-04-0111181.419702707908
2025-05-0111287.058348845952
2025-06-0111344.554382811713
2025-07-0111379.721414750898
2025-08-0111456.153542837757
2025-09-0111481.783752556144
2025-10-0111530.889216971877
2025-11-0111592.87856140705
2025-12-0111648.907391954224
2026-01-0111701.405764275432
2026-02-0111697.737755728971
2026-03-0111673.437199108675
2026-04-0111700.947263207125
Annual Return Matrix
YearAnnual Return
20240.07151980134130209
20250.05518361312080011
20260.004467360714777602
Total Factor Risk
0.07064630848287604
VTI.US Exposure
0.005141568187830935
VEA.US Exposure
0.010587885780785802
VWO.US Exposure
-0.0008528860589834418
QQQ.US Exposure
0.0020486472666286577
VTV.US Exposure
-0.0003502115237565328
IJR.US Exposure
0.0056458869835495
QUAL.US Exposure
-0.004055764008001398
SHV.US Exposure
0.9638367439852538
TLT.US Exposure
-0.001304235158819985
LQD.US Exposure
0.008063519769870369
HYG.US Exposure
-0.0008891978383572355
GLD.US Exposure
-0.000163580404842698
USO.US Exposure
0.002093252191907898
VNQ.US Exposure
0.0010986798358011208
BTC-USD.CC Exposure
-0.0002702836784650397
CPER.US Exposure
0.0005626082778490243
VIX.INDX Exposure
-0.0015272576344525588
UUP.US Exposure
0.0021999123654647436
TIP.US Exposure
0.004211177802246701
Idiosyncratic Exposure
0.00392353385849051
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
61.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.1%

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 →5.10%
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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$93
Avg Yield on Cost
0.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$92.620.93%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 →
+0.1%
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 →
+1.2%
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 →
0.4% 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 Series Portfolios Trust a high-risk investment?

Series Portfolios Trust (CLOX.US) has an annualized volatility of 7.1% and experienced a maximum drawdown of 0.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLOX.US has generated a Compound Annual Growth Rate (CAGR) of 5.9%. It has had a positive return in 100% 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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