DDFD.US

10-Year Study

DDFD.US · Unknown · Unknown · Common Stock

Executive Summary: DDFD.US has compounded at -25.3% annually over the last 10 years, with a maximum drawdown of 94.3% and an annualized volatility of 159.8%.

1Y CAGR
-95.8%
3Y CAGR
-54.0%
5Y CAGR
-36.1%
10Y CAGR
-25.3%

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 →
94.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +21.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -91.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.1-1.1—————————-0.6%
2025-1.38.07.0-0.43.59.41.7-3.0-4.9-3.325.3-94.2-91.6%
20246.42.88.8-1.8—2.30.0———-1.83.721.7%
2023-0.3-0.3-3.11.82.6-2.91.81.0-4.2-1.85.19.99.0%
2022-0.8-0.7-2.80.8-2.4-5.93.32.9-0.6-2.02.3-0.3-6.3%
2021-6.1-0.9-3.3-1.710.72.55.51.1-2.7-2.24.81.28.2%
20208.8-4.2-34.314.712.1-1.1—12.1-10.8-5.020.313.413.0%
2019————————-2.30.78.72.39.4%

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 159.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.8% of variance. Idiosyncratic stock-specific factors contribute 40.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-09-019767.093547999111
2019-10-019839.281235091308
2019-11-0110693.272304296252
2019-12-0110940.479921807479
2020-01-0111907.518831619145
2020-02-0111412.421737056182
2020-03-017497.957215884779
2020-04-018597.79330132245
2020-05-019636.339715389593
2020-06-019534.187095998223
2020-08-0110691.909703017755
2020-09-019534.187095998223
2020-10-019057.477852978564
2020-11-0110896.213823997969
2020-12-0112360.39205358656
2021-01-0111611.277688527458
2021-02-0111509.126186938613
2021-03-0111134.568445507797
2021-04-0110950.694401284845
2021-05-0112122.03743207673
2021-06-0112421.683401660877
2021-07-0113104.006830220551
2021-08-0113252.520309354086
2021-09-0112898.392644680534
2021-10-0112612.367098868739
2021-11-0113211.65903803703
2021-12-0113375.101887700193
2022-01-0113266.140733126434
2022-02-0113170.79776671998
2022-03-0112803.050796076603
2022-04-0112905.203415467971
2022-05-0112598.747792898914
2022-06-0111857.64471853956
2022-07-0112245.840768583132
2022-08-0112598.747792898914
2022-09-0112528.166388035757
2022-10-0112280.882759952803
2022-11-0112563.456531566073
2022-12-0112528.166388035757
2023-01-0112492.875126702917
2023-02-0112457.584983172601
2023-03-0112069.387815326505
2023-04-0112281.132029915972
2023-05-0112600.084684719326
2023-06-0112233.80315318679
2023-07-0112453.572072106312
2023-08-0112581.770608142699
2023-09-0112050.662387420518
2023-10-0111830.893468500995
2023-11-0112435.09256075592
2023-12-0113661.071543385717
2024-01-0114540.068972887027
2024-02-0114945.631202965664
2024-03-0116262.90000004471
2024-04-0115971.312268866383
2024-06-0116336.156306351219
2024-07-0116336.156306351219
2024-11-0116043.131081125188
2024-12-0116629.18153157725
2025-01-0116409.41261265773
2025-02-0117728.026126174867
2025-03-0118973.3833333855
2025-04-0118900.12702707899
2025-05-0119559.433783837558
2025-06-0121390.84144150025
2025-07-0121757.12297303279
2025-08-0121097.816216274223
2025-09-0120072.227927983116
2025-10-0119412.921171224545
2025-11-0124321.093693760562
2025-12-011402.8582657696227
2026-01-011408.7187702741433
2026-02-011409.8908711750473
2026-03-011394.0675090128418
Annual Return Matrix
YearAnnual Return
20200.12978517779177068
20210.08209366092228443
2022-0.06332179797772464
20230.09042864855561539
20240.21726772887216184
2025-0.9156387665198238
2026-0.0062663185378588615
Total Factor Risk
1.5984502024504035
VTI.US Exposure
0.022439499720068923
VEA.US Exposure
0.005672602751392318
VWO.US Exposure
0.005609425278788716
QQQ.US Exposure
0.008460065185807254
VTV.US Exposure
0.012602987182064084
IJR.US Exposure
0.005816644650253926
QUAL.US Exposure
0.041853777457478564
SHV.US Exposure
0.27814676551857426
TLT.US Exposure
0.004892343801540097
LQD.US Exposure
0.13908572628704058
HYG.US Exposure
0.032901601212546316
GLD.US Exposure
0.001930552900568024
USO.US Exposure
0.0008303971249470462
VNQ.US Exposure
0.029342846294754185
BTC-USD.CC Exposure
0.00040980093923648886
CPER.US Exposure
0.00019319791795064392
VIX.INDX Exposure
0.0011310764928135592
UUP.US Exposure
0.005466446878322299
TIP.US Exposure
0.0032332897020045694
Idiosyncratic Exposure
0.39998095270384804
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
159.8%

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
1.30
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 →
-0.8%
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 →
-89.3%
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 →
94.3% 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 DDFD.US a high-risk investment?

DDFD.US (DDFD.US) has an annualized volatility of 159.8% and experienced a maximum drawdown of 94.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DDFD.US has generated a Compound Annual Growth Rate (CAGR) of -25.3%. It has had a positive return in 57% 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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