Davis Select US Equity

10-Year Study

DUSA.US · · US · ETF

Executive Summary: Davis Select US Equity has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 28.7% and an annualized volatility of 23.1%.

1Y CAGR
+27.0%
3Y CAGR
+24.3%
5Y CAGR
+10.2%
10Y CAGR
+12.7%

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 →
28.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +34.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.6-0.4-3.05.5————————4.7%
20257.9-1.6-5.4-0.93.66.6-0.44.7-0.70.44.42.822.6%
20242.66.94.3-4.83.52.21.9-0.00.7-0.17.9-5.520.4%
202311.2-3.6-2.53.51.47.46.4-4.0-3.5-1.58.38.234.2%
2022-0.1-3.1-0.4-9.72.0-9.95.6-3.2-9.85.19.1-4.8-19.6%
20210.46.84.77.80.5-1.4-2.32.0-3.63.4-4.53.417.7%
2020-0.3-7.6-18.314.92.02.14.77.2-3.40.212.24.114.2%
201911.20.80.67.2-8.65.92.8-3.42.52.84.12.530.5%
20186.9-4.3-3.72.11.70.93.82.0-1.2-9.90.4-9.9-11.9%
2017—1.7-0.31.10.12.12.0-1.33.63.11.22.817.4%

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 23.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.4% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-01-0110000
2017-02-0110174.331840998508
2017-03-0110144.485144485145
2017-04-0110259.123592456926
2017-05-0110270.089992312214
2017-06-0110483.312983312984
2017-07-0110697.553475331251
2017-08-0110558.042780265003
2017-09-0110941.697191697192
2017-10-0111284.538506760731
2017-11-0111422.522950300729
2017-12-0111738.004793560349
2018-01-0112553.644914756025
2018-02-0112014.425903314794
2018-03-0111570.569348347126
2018-04-0111813.75209152987
2018-05-0112019.456880567992
2018-06-0112124.768235879348
2018-07-0112584.226473115363
2018-08-0112832.101026545473
2018-09-0112676.2537873649
2018-10-0111425.010175010175
2018-11-0111473.51105684439
2018-12-0110337.697282141728
2019-01-0111499.513860624971
2019-02-0111592.445620223398
2019-03-0111656.43512865735
2019-04-0112496.099579432914
2019-05-0111422.070727626284
2019-06-0112095.430289874736
2019-07-0112439.289105955773
2019-08-0112011.995206439651
2019-09-0112314.814814814814
2019-10-0112656.186406186405
2019-11-0113170.420114864559
2019-12-0113494.776828110162
2020-01-0113455.207344096234
2020-02-0112436.74535341202
2020-03-0110154.773210328767
2020-04-0111664.631664631666
2020-05-0111902.89648622982
2020-06-0112151.562429340209
2020-07-0112718.593135259802
2020-08-0113632.704743815855
2020-09-0113164.936914936916
2020-10-0113188.904716682495
2020-11-0114800.626328404105
2020-12-0115414.009858454303
2021-01-0115481.67367611812
2021-02-0116536.539592095145
2021-03-0117318.48912404468
2021-04-0118672.500339167007
2021-05-0118772.215438882104
2021-06-0118512.18740107629
2021-07-0118083.141138696694
2021-08-0118441.584136028578
2021-09-0117780.32153032153
2021-10-0118385.847691403247
2021-11-0117554.662415773528
2021-12-0118143.85203274092
2022-01-0118127.967711301044
2022-02-0117565.40270429159
2022-03-0117501.752362863474
2022-04-0115798.286076063854
2022-05-0116116.650838873062
2022-06-0114519.34382489938
2022-07-0115331.253109030888
2022-08-0114835.108307330529
2022-09-0113380.42101930991
2022-10-0114057.624474291142
2022-11-0115331.253109030888
2022-12-0114593.734454845566
2023-01-0116231.967620856509
2023-02-0115654.874960430516
2023-03-0115270.485687152353
2023-04-0115807.61316872428
2023-05-0116027.845611178944
2023-06-0117210.577488355266
2023-07-0118305.238999683443
2023-08-0117576.086464975353
2023-09-0116962.42029575363
2023-10-0116709.401709401707
2023-11-0118095.746845746842
2023-12-0119579.715551937774
2024-01-0120090.557590557586
2024-02-0121484.364401031067
2024-03-0122417.243250576583
2024-04-0121334.452584452585
2024-05-0122078.528467417356
2024-06-0122556.075611631168
2024-07-0122994.788133677022
2024-08-0122983.652150318816
2024-09-0123144.699950255505
2024-10-0123128.02423913535
2024-11-0124960.487043820376
2024-12-0123579.68163523719
2025-01-0125444.365305476415
2025-02-0125046.748518970744
2025-03-0123697.259530592866
2025-04-0123473.29625107403
2025-05-0124313.24334102112
2025-06-0125914.73341473341
2025-07-0125811.117894451225
2025-08-0127017.81757337313
2025-09-0126822.061683172797
2025-10-0126928.22095599873
2025-11-0128115.305476416586
2025-12-0128902.68168045946
2026-01-0129665.807443585218
2026-02-0129558.40455840456
2026-03-0128682.223126667574
2026-04-0130265.00248722471
Annual Return Matrix
YearAnnual Return
2018-0.11929689381170239
20190.3053948533995341
20200.14222043497201842
20210.1771013642364676
2022-0.19566504243360794
20230.34165217357622346
20240.2042913275572864
20250.2257452041789929
20260.04713475454723248
Total Factor Risk
0.2305675220457003
VTI.US Exposure
0.20203634885397706
VEA.US Exposure
0.011793127445759208
VWO.US Exposure
0.017622296715784136
QQQ.US Exposure
0.009313949411822937
VTV.US Exposure
0.07559746774338431
IJR.US Exposure
0.06554424391062152
QUAL.US Exposure
-0.0373181441445546
SHV.US Exposure
0.6141690250428122
TLT.US Exposure
0.024672058856380734
LQD.US Exposure
-0.011278994987011534
HYG.US Exposure
-0.01720320921855951
GLD.US Exposure
-0.0038097675830098027
USO.US Exposure
-0.00014132784944204447
VNQ.US Exposure
-0.029475083684453375
BTC-USD.CC Exposure
-0.003816105693970771
CPER.US Exposure
0.017909723058142143
VIX.INDX Exposure
0.007650744391972798
UUP.US Exposure
0.009608182129592377
TIP.US Exposure
0.004521461951092441
Idiosyncratic Exposure
0.04260400364965974
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.1%

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 →13.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.94%
Market Cap$94.8B
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 →
+3.2%
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 →
+8.7%
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 →
0.4% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Davis Select US Equity a high-risk investment?

Davis Select US Equity (DUSA.US) has an annualized volatility of 23.1% and experienced a maximum drawdown of 28.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DUSA.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 78% 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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