Professionally Managed Portfolios

10-Year Study

CSMD.US · · US · ETF

Executive Summary: Professionally Managed Portfolios has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 13.0% and an annualized volatility of 40.1%.

1Y CAGR
+8.6%
3Y CAGR
+8.9%
5Y CAGR
+8.9%
10Y CAGR
+8.9%

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 →
13.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +12.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.8%
% 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.
20265.70.8-8.85.8————————2.8%
20253.1-5.8-4.80.38.63.62.81.62.3-0.7-1.8-2.75.7%
2024-1.710.04.5-7.93.5-0.13.9-0.50.9-3.010.1-5.912.7%
2023————————-6.6-6.47.79.12.6%

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 40.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.9% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-08-0110000
2023-09-019336.311295601583
2023-10-018734.600970135472
2023-11-019404.83563764161
2023-12-0110261.927730473526
2024-01-0110089.419964560824
2024-02-0111097.899342270413
2024-03-0111592.320455084144
2024-04-0110679.721485083586
2024-05-0111051.307920880767
2024-06-0111035.904744035442
2024-07-0111471.02661182085
2024-08-0111413.26598882269
2024-09-0111517.233193392698
2024-10-0111170.676827814039
2024-11-0112293.520720343466
2024-12-0111564.876657732535
2025-01-0111920.481182475633
2025-02-0111232.463524078476
2025-03-0110691.326396140985
2025-04-0110718.383141951706
2025-05-0111638.316922962365
2025-06-0112051.900294048586
2025-07-0112388.178045183291
2025-08-0112589.172067264399
2025-09-0112875.202418740373
2025-10-0112786.301471864854
2025-11-0112562.115321453677
2025-12-0112221.972215597292
2026-01-0112913.854491475098
2026-02-0113013.191893150184
2026-03-0111870.232662210536
2026-04-0112558.250055200924
Annual Return Matrix
YearAnnual Return
20240.12696921684507756
20250.056818207172612656
20260.027514204227570005
Total Factor Risk
0.4013137390688576
VTI.US Exposure
0.2525377333137051
VEA.US Exposure
0.03884416574459392
VWO.US Exposure
0.011683646522074851
QQQ.US Exposure
-0.08934393106232577
VTV.US Exposure
-0.05763684536530521
IJR.US Exposure
0.06013823619106837
QUAL.US Exposure
0.04299488894419803
SHV.US Exposure
0.7289227566062725
TLT.US Exposure
0.0033680328439768727
LQD.US Exposure
0.008284706592000665
HYG.US Exposure
-0.011725429527051521
GLD.US Exposure
0.008629858117464232
USO.US Exposure
0.002824506482693536
VNQ.US Exposure
-0.012101190546058165
BTC-USD.CC Exposure
0.014835145288092698
CPER.US Exposure
-0.011386664792525543
VIX.INDX Exposure
-0.006586325371741214
UUP.US Exposure
-0.003391901576681096
TIP.US Exposure
0.002375075691248933
Idiosyncratic Exposure
0.01673353590429896
Value Score
40.8
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
40.1%

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 →23.1x
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$9.8B
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 →
+0.1%
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 →
-0.3%
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 →
6.7% 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

Frequently Asked Questions & Methodology

Is Professionally Managed Portfolios a high-risk investment?

Professionally Managed Portfolios (CSMD.US) has an annualized volatility of 40.1% and experienced a maximum drawdown of 13.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CSMD.US has generated a Compound Annual Growth Rate (CAGR) of 8.9%. 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.

Run a Full Backtest on Professionally Managed Portfolios

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

Start a Free Backtest