Salesforce CDR (CAD Hedged)

10-Year Study

CRM.TO · Technology · CA · Common Stock

Executive Summary: Salesforce CDR (CAD Hedged) has compounded at 17.3% annually over the last 10 years, with a maximum drawdown of 84.2% and an annualized volatility of 117.9%.

1Y CAGR
+82.1%
3Y CAGR
+12.1%
5Y CAGR
+0.7%
10Y CAGR
+17.3%

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 →
84.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
211.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +223.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -48.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-19.9-8.5-4.7-11.3————————-38.0%
2025-13.1-14.511.18.8-22.224.625.0-15.2-8.2-9.6-53.1445.395.7%
2024-34.2-15.5-3.6-28.111.63.557.6-11.5-4.017.643.011.011.2%
202311.6-6.0-9.9-5.011.9-10.6-1.6-2.0-16.4-15.428.831.94.0%
2022-32.7-7.613.5-31.08.37.61.0-5.611.68.6-26.77.3-48.3%
202114.9108.117.9-19.80.287.1-22.68.6-9.20.27.8-7.5223.0%

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 117.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 23.1% of variance. Idiosyncratic stock-specific factors contribute 48.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-01-0111488.029674552043
2021-02-0123907.920370826523
2021-03-0128188.767806202133
2021-04-0122615.10151231149
2021-05-0122652.855073551917
2021-06-0142376.98149775171
2021-07-0132782.69089842534
2021-08-0135616.94431674633
2021-09-0132340.88501154991
2021-10-0132400.553763391286
2021-11-0134915.28588057029
2021-12-0132302.02848992341
2022-01-0121744.015715429196
2022-02-0120095.76435989
2022-03-0122817.680911628373
2022-04-0115749.54017704446
2022-05-0117062.616272968644
2022-06-0118366.482298407864
2022-07-0118547.697987316835
2022-08-0117512.524001023925
2022-09-0119539.594828907222
2022-10-0121215.47112698227
2022-11-0115560.405302815754
2022-12-0116703.68345739442
2023-01-0118640.884089489078
2023-02-0117525.59970177918
2023-03-0115782.688703042404
2023-04-0114987.108272334619
2023-05-0116777.16380235055
2023-06-0114992.818024269518
2023-07-0114751.382103326136
2023-08-0114456.7221966826
2023-09-0112079.55804307078
2023-10-0110220.995149520946
2023-11-0113167.588068884092
2023-12-0117368.877461188924
2024-01-0111436.464520196865
2024-02-019668.508592948343
2024-03-019318.60055753945
2024-04-016700.368429163994
2024-05-017476.979873168337
2024-06-017735.912117942997
2024-07-0112190.424003087588
2024-08-0110782.689142118992
2024-09-0110349.908035408893
2024-10-0112169.982353511976
2024-11-0117406.998090455923
2024-12-0119318.60055753945
2025-01-0116793.922477515986
2025-02-0114364.64168935595
2025-03-0115961.141722067156
2025-04-0117366.483615637626
2025-05-0113516.943745946775
2025-06-0116836.096661832435
2025-07-0121049.724984379853
2025-08-0117842.90981322999
2025-09-0116377.716511958031
2025-10-0114797.421917912876
2025-11-016933.702069850938
2025-12-0137808.47265013895
2026-01-0130276.244051061098
2026-02-0127716.39129978525
2026-03-0126408.840613881755
2026-04-0123425.415105200558
Annual Return Matrix
YearAnnual Return
20212.230202848992341
2022-0.482890572565586
20230.03982319262042955
20240.11225383452138571
20250.9571020446086855
2026-0.3804188991719435
Total Factor Risk
1.1792576844282592
VTI.US Exposure
0.23057960416726606
VEA.US Exposure
-0.008861695310411723
VWO.US Exposure
-0.005007092768905108
QQQ.US Exposure
-0.02820625622851666
VTV.US Exposure
0.016914984216707264
IJR.US Exposure
0.05813712442531519
QUAL.US Exposure
-0.0006577507370774749
SHV.US Exposure
0.009767859129493689
TLT.US Exposure
-0.00007951172313425089
LQD.US Exposure
0.052640658791662846
HYG.US Exposure
0.0015256779218703969
GLD.US Exposure
0.0007529649417896956
USO.US Exposure
-0.000006927400170699175
VNQ.US Exposure
0.007064122590295893
BTC-USD.CC Exposure
-0.0010041030642166861
CPER.US Exposure
0.0002390087766878107
VIX.INDX Exposure
0.0003428211661004208
UUP.US Exposure
0.02313121507752248
TIP.US Exposure
0.15514735380904732
Idiosyncratic Exposure
0.4875799422186734
Value Score
40.9
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
117.9%

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 →22.9x
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$248.5B
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
$63
Avg Yield on Cost
0.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$62.620.63%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 →
-13.7%
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 →
+11.6%
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 →
38.4% 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 Salesforce CDR (CAD Hedged) a high-risk investment?

Salesforce CDR (CAD Hedged) (CRM.TO) has an annualized volatility of 117.9% and experienced a maximum drawdown of 84.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CRM.TO?

Over the past 10 years, CRM.TO has generated a Compound Annual Growth Rate (CAGR) of 17.3%. It has had a positive return in 67% 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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