CLUS

10-Year Study

CLUS.US · Financial Services · US · Common Stock

Executive Summary: CLUS has compounded at 5.3% annually over the last 10 years, with a maximum drawdown of 99.6% and an annualized volatility of 216.1%.

1Y CAGR
+0.0%
3Y CAGR
+7.9%
5Y CAGR
-36.8%
10Y CAGR
+5.3%

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 →
99.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
186.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +637.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -84.4%
% 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.
20260.00.00.00.0————————0.0%
2025150.00.00.00.00.00.00.00.00.00.00.00.0150.0%
2024-16.4-9.1-26.381.4-56.70.0-90.9100.00.00.0350.0-11.1-68.0%
202340.0-33.9105.4-26.3-42.925.045.011.760.5-16.3-40.2-3.825.0%
2022-25.8-15.8-38.731.6-7.033.3-26.2-11.9-39.4-15.95.7-28.6-84.4%
202142.4109.5-33.511.146.531.2-42.024.15.6-15.8-13.1-7.9116.9%
2020137.5-21.16.7-31.325.549.326.27.7-50.0150.0-14.396.7637.5%
2019-48.333.378.8-58.00.083.3-39.4-5.05.3-25.0-6.7-42.9-77.0%
20184.31.919.060.0-41.1-2.3-41.3136.3-21.6-10.0-7.6-16.3-11.9%
2017-26.747.710.822.2-3.6-19.8-26.560.0-17.59.738.1-21.031.7%
2016———-7.70.08.323.112.511.1-27.0102.11.7130.8%

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 216.1%. The dominant macroeconomic risk driver is QUAL.US, accounting for 8.8% of variance. Idiosyncratic stock-specific factors contribute 66.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019230.76923076923
2016-05-019230.76923076923
2016-06-0110000
2016-07-0112307.692307692309
2016-08-0113846.153846153846
2016-09-0115384.615384615385
2016-10-0111230.76923076923
2016-11-0122692.30769230769
2016-12-0123076.923076923074
2017-01-0116923.076923076922
2017-02-0125000
2017-03-0127692.30769230769
2017-04-0133846.153846153844
2017-05-0132615.384615384613
2017-06-0126153.846153846152
2017-07-0119230.76923076923
2017-08-0130769.23076923077
2017-09-0125384.615384615383
2017-10-0127846.153846153844
2017-11-0138461.53846153846
2017-12-0130384.615384615383
2018-01-0131692.30769230769
2018-02-0132307.69230769231
2018-03-0138461.53846153846
2018-04-0161538.46153846154
2018-05-0136230.769230769234
2018-06-0135384.61538461538
2018-07-0120769.23076923077
2018-08-0149076.92307692308
2018-09-0138461.53846153846
2018-10-0134615.38461538462
2018-11-0132000
2018-12-0126769.230769230766
2019-01-0113846.153846153846
2019-02-0118461.53846153846
2019-03-0133000
2019-04-0113846.153846153846
2019-05-0113846.153846153846
2019-06-0125384.615384615383
2019-07-0115384.615384615385
2019-08-0114615.384615384615
2019-09-0115384.615384615385
2019-10-0111538.461538461537
2019-11-0110769.23076923077
2019-12-016153.846153846154
2020-01-0114615.384615384615
2020-02-0111538.461538461537
2020-03-0112307.692307692309
2020-04-018461.538461538461
2020-05-0110615.384615384615
2020-06-0115846.153846153846
2020-07-0120000
2020-08-0121538.46153846154
2020-09-0110769.23076923077
2020-10-0126923.076923076926
2020-11-0123076.923076923074
2020-12-0145384.61538461538
2021-01-0164615.38461538462
2021-02-01135384.61538461538
2021-03-0190000
2021-04-01100000
2021-05-01146538.46153846153
2021-06-01192307.6923076923
2021-07-01111538.46153846153
2021-08-01138461.53846153847
2021-09-01146153.84615384616
2021-10-01123076.92307692308
2021-11-01106923.07692307692
2021-12-0198461.53846153847
2022-01-0173076.92307692308
2022-02-0161538.46153846154
2022-03-0137692.307692307695
2022-04-0149615.38461538462
2022-05-0146153.84615384615
2022-06-0161538.46153846154
2022-07-0145384.61538461538
2022-08-0140000
2022-09-0124230.76923076923
2022-10-0120384.615384615383
2022-11-0121538.46153846154
2022-12-0115384.615384615385
2023-01-0121538.46153846154
2023-02-0114230.76923076923
2023-03-0129230.76923076923
2023-04-0121538.46153846154
2023-05-0112307.692307692309
2023-06-0115384.615384615385
2023-07-0122307.69230769231
2023-08-0124923.076923076922
2023-09-0140000
2023-10-0133461.53846153846
2023-11-0120000
2023-12-0119230.76923076923
2024-01-0116076.923076923078
2024-02-0114615.384615384615
2024-03-0110769.23076923077
2024-04-0119538.46153846154
2024-05-018461.538461538461
2024-06-018461.538461538461
2024-07-01769.2307692307693
2024-08-011538.4615384615386
2024-09-011538.4615384615386
2024-10-011538.4615384615386
2024-11-016923.076923076923
2024-12-016153.846153846154
2025-01-0115384.615384615385
2025-02-0115384.615384615385
2025-03-0115384.615384615385
2025-04-0115384.615384615385
2025-05-0115384.615384615385
2025-06-0115384.615384615385
2025-07-0115384.615384615385
2025-08-0115384.615384615385
2025-09-0115384.615384615385
2025-10-0115384.615384615385
2025-11-0115384.615384615385
2025-12-0115384.615384615385
2026-01-0115384.615384615385
2026-02-0115384.615384615385
2026-03-0115384.615384615385
2026-04-0115384.615384615385
Annual Return Matrix
YearAnnual Return
20170.31666666666666665
2018-0.11898734177215187
2019-0.7701149425287357
20206.375
20211.1694915254237288
2022-0.84375
20230.25
2024-0.6799999999999999
20251.5
20260
Total Factor Risk
2.1614853082698775
VTI.US Exposure
0.003955269507942208
VEA.US Exposure
-0.0009063595251408393
VWO.US Exposure
-0.000515483599315216
QQQ.US Exposure
0.024585053771826425
VTV.US Exposure
0.05518815988906662
IJR.US Exposure
0.03646870572932927
QUAL.US Exposure
0.08846862049362225
SHV.US Exposure
0.023855864227107094
TLT.US Exposure
0.0009219848014981059
LQD.US Exposure
0.013263247877678403
HYG.US Exposure
0.004434433007751914
GLD.US Exposure
0.009437600822388151
USO.US Exposure
-0.0009246668488459431
VNQ.US Exposure
0.007495743237342376
BTC-USD.CC Exposure
-0.00017286086664355024
CPER.US Exposure
0.00911938990001418
VIX.INDX Exposure
0.003491608307597672
UUP.US Exposure
0.0006593866196269028
TIP.US Exposure
0.0589478622026118
Idiosyncratic Exposure
0.6622264404445422
Value Score
50
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
216.1%

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 →0.00%
Market Cap$8.0B
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 →
+0.0%
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 →
+0.0%
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 →
0.0% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CLUS a high-risk investment?

CLUS (CLUS.US) has an annualized volatility of 216.1% and experienced a maximum drawdown of 99.6% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CLUS.US has generated a Compound Annual Growth Rate (CAGR) of 5.3%. 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.

Run a Full Backtest on CLUS

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest