Counterpoint Quantitative Equity ETF

10-Year Study

CPAI.US · · US · ETF

Executive Summary: Counterpoint Quantitative Equity ETF has compounded at 28.6% annually over the last 10 years, with a maximum drawdown of 11.0% and an annualized volatility of 57.4%.

1Y CAGR
+35.6%
3Y CAGR
+28.6%
5Y CAGR
+28.6%
10Y CAGR
+28.6%

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 →
11.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +28.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 13.9%
% 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.
20267.53.4-6.29.3————————13.9%
20257.4-2.9-6.5-2.06.26.7-3.93.96.3-0.52.50.417.8%
20240.94.35.6-2.88.6-1.02.9-0.34.7-0.19.6-6.128.4%
2023———————————6.66.6%

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 57.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.3% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-11-0110000
2023-12-0110664.940141312347
2024-01-0110764.630894884363
2024-02-0111224.881267870142
2024-03-0111859.0576227837
2024-04-0111521.500468494263
2024-05-0112517.845006816287
2024-06-0112396.317997016113
2024-07-0112758.888321423256
2024-08-0112714.773453868396
2024-09-0113309.660633211215
2024-10-0113293.3739227648
2024-11-0114573.630006152756
2024-12-0113691.010942256571
2025-01-0114701.189130933086
2025-02-0114274.236032637764
2025-03-0113352.971218768726
2025-04-0113083.858462454105
2025-05-0113892.32272619426
2025-06-0114824.405132927706
2025-07-0114251.917207211192
2025-08-0114814.834177159195
2025-09-0115744.101596901904
2025-10-0115665.965600858974
2025-11-0116061.83319995657
2025-12-0116125.85404694594
2026-01-0117328.25563299004
2026-02-0117915.381491058393
2026-03-0116805.472334709993
2026-04-0118369.800819563352
Annual Return Matrix
YearAnnual Return
20240.2837400642524246
20250.17784246283628002
20260.13915211970074814
Total Factor Risk
0.5740363042263419
VTI.US Exposure
-0.06857797898814082
VEA.US Exposure
0.009129034949421971
VWO.US Exposure
0.006481297458845444
QQQ.US Exposure
0.1322201434911615
VTV.US Exposure
0.09170511688592513
IJR.US Exposure
-0.004374698342351877
QUAL.US Exposure
-0.02246943191805968
SHV.US Exposure
0.733430283779815
TLT.US Exposure
0.021651507815695067
LQD.US Exposure
0.00682163234173543
HYG.US Exposure
-0.001741044600653573
GLD.US Exposure
0.0044125450774429266
USO.US Exposure
-0.0018571840589320246
VNQ.US Exposure
0.007221444654812341
BTC-USD.CC Exposure
0.018454807481401922
CPER.US Exposure
-0.0018059961816394403
VIX.INDX Exposure
0.020198152681258377
UUP.US Exposure
-0.00029198785547462864
TIP.US Exposure
0.044165396120244754
Idiosyncratic Exposure
0.005226959207492416
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.4%

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 →12.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.80%
Market Cap$9.1B
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 →
+6.2%
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 →
+14.6%
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 →
-0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Counterpoint Quantitative Equity ETF a high-risk investment?

Counterpoint Quantitative Equity ETF (CPAI.US) has an annualized volatility of 57.4% and experienced a maximum drawdown of 11.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CPAI.US has generated a Compound Annual Growth Rate (CAGR) of 28.6%. 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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