EA Series Trust

10-Year Study

ECML.US · · US · ETF

Executive Summary: EA Series Trust has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 17.3% and an annualized volatility of 52.0%.

1Y CAGR
+25.9%
3Y CAGR
+16.4%
5Y CAGR
+16.4%
10Y CAGR
+16.4%

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 →
17.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +8.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 2.4%
% 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.
20265.74.9-2.5—————————8.2%
20253.9-5.2-1.9-4.22.91.90.57.9-0.4-2.63.90.66.8%
2024-1.13.77.3-6.73.4-4.49.9-2.60.6-3.18.2-10.82.4%
2023—————14.06.0-2.0-2.5-5.97.211.529.9%

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 52.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.9% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0111396.018423615571
2023-07-0112074.44297482701
2023-08-0111832.835033789386
2023-09-0111542.233544419541
2023-10-0110864.106697060814
2023-11-0111651.405800121633
2023-12-0112992.093836254375
2024-01-0112845.581011597691
2024-02-0113326.798024947582
2024-03-0114301.990788192215
2024-04-0113348.190173221114
2024-05-0113806.27134430301
2024-06-0113204.824503578824
2024-07-0114511.319125771372
2024-08-0114134.085815261999
2024-09-0114214.976204956345
2024-10-0113771.354935291942
2024-11-0114906.414667443532
2024-12-0113299.66444522887
2025-01-0113815.92545495528
2025-02-0113103.605193656356
2025-03-0112857.36157834077
2025-04-0112320.856706629866
2025-05-0112680.482960707344
2025-06-0112925.152998515734
2025-07-0112984.60871081473
2025-08-0114013.388167547726
2025-09-0113962.395750490146
2025-10-0113592.902740151318
2025-11-0114125.367345289686
2025-12-0114206.427851471295
2026-01-0115017.458204505534
2026-02-0115758.740797761267
2026-03-0115364.921129743592
Annual Return Matrix
YearAnnual Return
20240.02367367514820584
20250.06817941986256049
20260.08154712010537657
Total Factor Risk
0.52031925714614
VTI.US Exposure
-0.036782010874239365
VEA.US Exposure
0.005811969306453439
VWO.US Exposure
0.0017616956319190548
QQQ.US Exposure
0.002679418648238686
VTV.US Exposure
0.057215034880591945
IJR.US Exposure
0.047228689951114865
QUAL.US Exposure
0.015267198959114154
SHV.US Exposure
0.8891751756010373
TLT.US Exposure
-0.000019404098423176377
LQD.US Exposure
-0.000267961523951098
HYG.US Exposure
-0.000213706808929299
GLD.US Exposure
-0.0007067879967712497
USO.US Exposure
0.002303698115333584
VNQ.US Exposure
0.000775199874058439
BTC-USD.CC Exposure
0.0022475063248216447
CPER.US Exposure
-0.003323137978795668
VIX.INDX Exposure
0.0037443974829944964
UUP.US Exposure
0.004387432361276338
TIP.US Exposure
0.0032826226540007128
Idiosyncratic Exposure
0.005432969490155246
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
52.0%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+0.2%
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 →
+8.8%
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 →
3.2% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
50
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+8.6%
50.0% retracement+12.9%
61.8% retracement+17.5%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is EA Series Trust a high-risk investment?

EA Series Trust (ECML.US) has an annualized volatility of 52.0% and experienced a maximum drawdown of 17.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ECML.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. 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.

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