Grizzle Growth ETF

10-Year Study

DARP.US · · US · ETF

Executive Summary: Grizzle Growth ETF has compounded at 18.9% annually over the last 10 years, with a maximum drawdown of 20.6% and an annualized volatility of 34.1%.

1Y CAGR
+67.6%
3Y CAGR
+32.2%
5Y CAGR
+18.9%
10Y CAGR
+18.9%

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 →
20.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +40.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.31.5-1.63.1————————13.6%
20253.1-6.1-8.0-2.113.712.34.6-0.711.08.3-0.61.540.2%
2024-1.410.03.0-4.29.14.0-4.6-1.54.02.03.8-0.824.6%
20237.0-2.95.01.35.97.05.6-2.4-5.1-3.67.44.933.3%
2022-8.81.09.6-8.05.2-16.312.9-0.5-11.72.75.1-8.5-19.9%

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 34.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.1% of variance. Idiosyncratic stock-specific factors contribute 4.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-019122.861342317346
2022-02-019210.430704188135
2022-03-0110094.753269916766
2022-04-019292.096049676311
2022-05-019777.257563746862
2022-06-018181.851961950059
2022-07-019239.001189060642
2022-08-019188.631259083102
2022-09-018117.238076364116
2022-10-018334.448077685294
2022-11-018757.390342185228
2022-12-018014.268727705113
2023-01-018578.41194345356
2023-02-018329.493658343243
2023-03-018750.12386048355
2023-04-018867.915180340864
2023-05-019392.257894041484
2023-06-0110050.906658739596
2023-07-0110617.444510503368
2023-08-0110362.539635354737
2023-09-019836.999603646453
2023-10-019483.543070418813
2023-11-0110181.166600607743
2023-12-0110680.695930770245
2024-01-0110531.815629541552
2024-02-0111583.92786365438
2024-03-0111936.51737349716
2024-04-0111432.652926410357
2024-05-0112467.38340599815
2024-06-0112968.853217069627
2024-07-0112374.611903818206
2024-08-0112188.656031179811
2024-09-0112677.16177830625
2024-10-0112930.12617254591
2024-11-0113417.02173338618
2024-12-0113310.460430704188
2025-01-0113721.553375611044
2025-02-0112884.132646320517
2025-03-0111855.141035803936
2025-04-0111602.71337032633
2025-05-0113194.527018100147
2025-06-0114815.117584885718
2025-07-0115500.850508653719
2025-08-0115393.958911348924
2025-09-0117081.14513145726
2025-10-0118494.971264367818
2025-11-0118377.79924692826
2025-12-0118659.994715286033
2026-01-0120583.960893116662
2026-02-0120896.915048223014
2026-03-0120552.417756638923
2026-04-0121192.611309287884
Annual Return Matrix
YearAnnual Return
2022-0.19857312722948872
20230.332709981866139
20240.24621658710063965
20250.40190452557461476
20260.1357244003894149
Total Factor Risk
0.34149786458675113
VTI.US Exposure
0.3928550767074898
VEA.US Exposure
0.03894811111574536
VWO.US Exposure
-0.005594463262133181
QQQ.US Exposure
-0.040540028020777344
VTV.US Exposure
-0.06488836656831257
IJR.US Exposure
-0.010093347998242234
QUAL.US Exposure
0.058957620576613745
SHV.US Exposure
0.5914377217048002
TLT.US Exposure
-0.0024626834668875974
LQD.US Exposure
0.011723099003750544
HYG.US Exposure
-0.010005455511390857
GLD.US Exposure
0.002577781645579279
USO.US Exposure
0.006817111918297329
VNQ.US Exposure
-0.021554079543301012
BTC-USD.CC Exposure
0.007648457035248504
CPER.US Exposure
0.014350528510071457
VIX.INDX Exposure
-0.02628312054416522
UUP.US Exposure
0.003531587871210249
TIP.US Exposure
0.005969668304907125
Idiosyncratic Exposure
0.04660478052149636
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
34.1%

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 →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$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
1.18
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 →
+3.1%
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 →
+18.5%
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 →
1.0% 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 →
1.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grizzle Growth ETF a high-risk investment?

Grizzle Growth ETF (DARP.US) has an annualized volatility of 34.1% and experienced a maximum drawdown of 20.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DARP.US has generated a Compound Annual Growth Rate (CAGR) of 18.9%. It has had a positive return in 80% 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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