Creative Media & Community Trust Corporation

10-Year Study

CMCT.US · Real Estate · US · Common Stock

Executive Summary: Creative Media & Community Trust Corporation has compounded at -69.5% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 403.0%.

1Y CAGR
-94.3%
3Y CAGR
-83.8%
5Y CAGR
-70.7%
10Y CAGR
-69.5%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
99.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +50.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -99.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.3-29.4-71.5-8.2————————-84.9%
2025230.4-9.2-63.8-10.939.13.7-25.44.5-0.6-10.9-24.9-11.0-35.5%
2024-6.84.718.3-19.7-14.0-6.6-17.1-7.4-75.0-8.2-40.0-14.8-93.3%
20237.8-3.8-18.110.115.4-3.5-6.8-4.8-6.92.1-5.2-1.8-18.2%
20224.80.80.8-8.73.7-2.0-1.0-0.1-7.75.9-10.9-17.3-29.7%
2021-1.8-13.26.7-13.17.0-24.7-8.4-14.630.8-6.7-17.46.4-46.5%
20207.3-9.8-20.5-8.1-2.89.7-5.41.3-3.9-18.952.117.71.0%
201916.63.01.0-99.18.5-1.2-1.2-1.9-66.1-6.1-0.30.5-99.7%
2018-10.7-7.9-18.817.40.32.20.33.0-9.523.60.8-12.3-17.9%
20170.01.64.01.4-1.613.34.7-6.08.0-0.36.312.150.9%
2016———3.0-1.9-9.9-0.84.4-7.4-0.1-0.72.8-10.9%

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 403.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.4% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110304.539928800634
2016-05-0110105.204783410893
2016-06-019100.67786109494
2016-07-019031.13396322757
2016-08-019431.305888413846
2016-09-018731.402052486823
2016-10-018725.717752232707
2016-11-018668.87282506562
2016-12-018908.697110125884
2017-01-018908.697110125884
2017-02-019052.850741313607
2017-03-019411.368509500915
2017-04-019545.817791732496
2017-05-019397.129095686329
2017-06-0110648.94629829357
2017-07-0111151.254905677359
2017-08-0110481.510095832307
2017-09-0111323.383744872915
2017-10-0111289.682912142394
2017-11-0111997.394446890225
2017-12-0113445.523949878268
2018-01-0112002.417445668527
2018-02-0111052.079109280581
2018-03-018976.48838861549
2018-04-0110537.616695243672
2018-05-0110573.097202093859
2018-06-0110805.363426066133
2018-07-0110841.143074777989
2018-08-0111163.156778793857
2018-09-0110099.139957112158
2018-10-0112479.651888725555
2018-11-0112580.643679683113
2018-12-0111032.146198249315
2019-01-0112863.569261740142
2019-02-0113248.749478070657
2019-03-0113385.30316006135
2019-04-01114.68939296531435
2019-05-01124.46916035467513
2019-06-01122.96658677982694
2019-07-01121.53539291750991
2019-08-01119.26927373779222
2019-09-0140.372741311141084
2019-10-0137.89828936047749
2019-11-0137.768053060012846
2019-12-0137.96374104116393
2020-01-0140.739020680028304
2020-02-0136.759368864399875
2020-03-0129.224664184955817
2020-04-0126.852960590916247
2020-05-0126.088745827462713
2020-06-0128.63095899988176
2020-07-0127.0905181812751
2020-08-0127.435789326905013
2020-09-0126.3790264016807
2020-10-0121.40285691014897
2020-11-0132.55909609291878
2020-12-0138.3354953439205
2021-01-0137.66246445033936
2021-02-0132.709006494824294
2021-03-0134.90251882166079
2021-04-0130.3264726005673
2021-05-0132.43849441745871
2021-06-0124.433503407016197
2021-07-0122.385999805074867
2021-08-0119.110002852207156
2021-09-0125.00323425523476
2021-10-0123.319794876523165
2021-11-0119.262980056149832
2021-12-0120.50002143601017
2022-01-0121.476212633295063
2022-02-0121.64356101422584
2022-03-0121.820200001328026
2022-04-0119.9313708908348
2022-05-0120.66434916377165
2022-06-0120.254398282154124
2022-07-0120.05470793555373
2022-08-0120.026179544510356
2022-09-0118.474318978783096
2022-10-0119.572949415539377
2022-11-0117.43351097578495
2022-12-0114.412533715573193
2023-01-0115.530238318488111
2023-02-0114.941972406794605
2023-03-0112.236560056200938
2023-04-0113.469236172696478
2023-05-0115.543738960014228
2023-06-0115.002564821462508
2023-07-0113.982879365053432
2023-08-0113.309742538843786
2023-09-0112.391830019806145
2023-10-0112.652873188556297
2023-11-0111.996795710887847
2023-12-0111.784353593026225
2024-01-0110.985956153378028
2024-02-0111.496930053264194
2024-03-0113.604700930122565
2024-04-0110.929631460149666
2024-05-019.396219953189062
2024-06-018.776331054210507
2024-07-017.277997406597336
2024-08-016.738886332206734
2024-09-011.684047704697074
2024-10-011.5465744226809863
2024-11-010.9279446536085919
2024-12-010.7904713715925042
2025-01-012.611992358305666
2025-02-012.3714141147775125
2025-03-010.859208012600548
2025-04-010.7657262044284613
2025-05-011.0654179356246796
2025-06-011.1052851821651555
2025-07-010.8248396920965262
2025-08-010.861957475618775
2025-09-010.8564585495823209
2025-10-010.7629767414102343
2025-11-010.5732635964954648
2025-12-010.5100258815238748
2026-01-010.4165440405756035
2026-02-010.29419282351442766
2026-03-010.08385870202981348
2026-04-010.0769850379290091
Annual Return Matrix
YearAnnual Return
20170.5092581758780075
2018-0.17949302389594146
2019-0.996558807292892
20200.009792351664012378
2021-0.4652469923214074
2022-0.2969503100003469
2023-0.18235378833543614
2024-0.9329219574622836
2025-0.3547826020613961
2026-0.8490566053256154
Total Factor Risk
4.030143543103252
VTI.US Exposure
0.08166698770343964
VEA.US Exposure
0.05997295256553458
VWO.US Exposure
-0.005337814242097793
QQQ.US Exposure
-0.010039749428348304
VTV.US Exposure
-0.009187792041797786
IJR.US Exposure
-0.005403421004011803
QUAL.US Exposure
-0.003342074972140506
SHV.US Exposure
0.7736125917927109
TLT.US Exposure
0.0021285228472258406
LQD.US Exposure
-0.00016967802716660622
HYG.US Exposure
-0.001067602366327989
GLD.US Exposure
0.011281900493006848
USO.US Exposure
0.012792818186402379
VNQ.US Exposure
-0.007509742466958299
BTC-USD.CC Exposure
-0.00011392098681187177
CPER.US Exposure
-0.002554377067774409
VIX.INDX Exposure
0.00020132595106760952
UUP.US Exposure
-0.0015890236361984398
TIP.US Exposure
0.011221736225000879
Idiosyncratic Exposure
0.09343636047524502
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
403.0%

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$12.9M
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 →
-63.2%
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 →
-88.3%
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 →
95.7% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Creative Media & Community Trust Corporation a high-risk investment?

Creative Media & Community Trust Corporation (CMCT.US) has an annualized volatility of 403.0% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMCT.US has generated a Compound Annual Growth Rate (CAGR) of -69.5%. It has had a positive return in 20% 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 Creative Media & Community Trust Corporation

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

Start a Free Backtest