CMBM.US

10-Year Study

CMBM.US · Unknown · Unknown · Common Stock

Executive Summary: CMBM.US has compounded at -47.7% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 252.5%.

1Y CAGR
-67.1%
3Y CAGR
-81.4%
5Y CAGR
-71.8%
10Y CAGR
-47.7%

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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
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 →
134.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +187.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -92.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-22.8-86.6-23.3————————-92.0%
202583.0-30.5-14.0-39.1-25.927.0114.8-12.717.7234.3-33.1-28.0123.3%
2024-29.20.01.4-21.3-5.3-13.1-23.7-18.85.8-29.0-3.1-48.8-89.3%
2023-1.1-6.3-11.7-14.63.6-2.96.4-43.1-20.4-32.1-6.228.5-72.3%
2022-5.715.0-15.0-35.4-6.42.528.73.2-13.114.410.01.8-15.5%
202146.515.110.528.4-3.8-16.2-8.9-14.9-3.4-22.0-3.6-5.82.2%
2020-20.9-9.6-10.42.3-23.668.064.47.929.336.617.4-7.3187.0%
2019——————0.2-6.57.9-9.7-17.220.6-8.9%

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 252.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.2% of variance. Idiosyncratic stock-specific factors contribute 21.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110020.855057351408
2019-08-019374.348279457769
2019-09-0110114.702815432742
2019-10-019134.51511991658
2019-11-017559.958289885297
2019-12-019113.660062565172
2020-01-017205.422314911366
2020-02-016517.205422314912
2020-03-015839.41605839416
2020-04-015974.973931178311
2020-05-014567.25755995829
2020-06-017674.66110531804
2020-07-0112617.309697601668
2020-08-0113607.924921793536
2020-09-0117591.240875912412
2020-10-0124025.026068821688
2020-11-0128216.89259645464
2020-12-0126152.241918665277
2021-01-0138321.16788321168
2021-02-0144098.018769551614
2021-03-0148717.413972888426
2021-04-0162565.172054223156
2021-05-0160177.26798748697
2021-06-0150417.10114702815
2021-07-0145933.2638164755
2021-08-0139071.949947862355
2021-09-0137737.22627737226
2021-10-0129426.485922836284
2021-11-0128373.3055265902
2021-12-0126725.755995828986
2022-01-0125213.764337851928
2022-02-0128998.95724713243
2022-03-0124650.677789363923
2022-04-0115922.836287799792
2022-05-0114900.938477580812
2022-06-0115276.329509906152
2022-07-0119655.891553701775
2022-08-0120291.970802919706
2022-09-0117643.37851929093
2022-10-0120177.26798748697
2022-11-0122200.208550573516
2022-12-0122596.454640250264
2023-01-0122346.193952033365
2023-02-0120928.05005213764
2023-03-0118477.580813347235
2023-04-0115787.278415015642
2023-05-0116350.364963503649
2023-06-0115870.698644421273
2023-07-0116892.59645464025
2023-08-019603.753910323254
2023-09-017643.378519290929
2023-10-015192.909280500522
2023-11-014869.655891553702
2023-12-016256.517205422315
2024-01-014431.69968717414
2024-02-014431.69968717414
2024-03-014494.264859228362
2024-04-013534.9322210636083
2024-05-013347.236704900938
2024-06-012909.280500521377
2024-07-012221.0636079249216
2024-08-011803.9624608967674
2024-09-011908.2377476538063
2024-10-011355.5787278415016
2024-11-011313.8686131386862
2024-12-01672.3670490093848
2025-01-011230.4483837330552
2025-02-01855.3701772679875
2025-03-01735.6621480709072
2025-04-01448.3837330552659
2025-05-01332.429614181439
2025-06-01422.3149113660063
2025-07-01907.0907194994786
2025-08-01792.1793534932222
2025-09-01932.533889468196
2025-10-013117.8310740354536
2025-11-012085.505735140772
2025-12-011501.5641293013555
2026-01-011511.9916579770595
2026-02-011167.8832116788321
2026-03-01156.41293013555784
2026-04-01119.91657977059438
Annual Return Matrix
YearAnnual Return
20201.8695652173913042
20210.021929824561403466
2022-0.15450643776824025
2023-0.7231195200738348
2024-0.8925333333333333
20251.2332506203473943
2026-0.9201388888888888
Total Factor Risk
2.524617142794404
VTI.US Exposure
0.029090216018760103
VEA.US Exposure
0.015400325503069344
VWO.US Exposure
-0.00014730634161905294
QQQ.US Exposure
0.03048845375049567
VTV.US Exposure
0.08134273768444189
IJR.US Exposure
0.0028166519284676815
QUAL.US Exposure
0.003437052748800408
SHV.US Exposure
0.5120306854499327
TLT.US Exposure
0.015214459229653107
LQD.US Exposure
0.013588977105191863
HYG.US Exposure
0.037111528779812386
GLD.US Exposure
0.008112074177618334
USO.US Exposure
0.0017487020514853815
VNQ.US Exposure
0.005959477791351002
BTC-USD.CC Exposure
0.00022064833085456604
CPER.US Exposure
0.00011585073407797265
VIX.INDX Exposure
0.00013091939635462768
UUP.US Exposure
0.003626790312218216
TIP.US Exposure
0.02291062673657144
Idiosyncratic Exposure
0.21680112861246223
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
252.5%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-90.7%
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 →
-93.4%
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 →
99.7% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
28
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-99.5%
50.0% retracement-99.4%
61.8% retracement-99.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is CMBM.US a high-risk investment?

CMBM.US (CMBM.US) has an annualized volatility of 252.5% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMBM.US has generated a Compound Annual Growth Rate (CAGR) of -47.7%. It has had a positive return in 43% 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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