EMHC.US

10-Year Study

EMHC.US · Unknown · Unknown · Common Stock

Executive Summary: EMHC.US has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 26.0% and an annualized volatility of 11.2%.

1Y CAGR
+10.2%
3Y CAGR
+8.3%
5Y CAGR
+1.0%
10Y CAGR
+1.2%

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 →
26.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +14.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.0-3.0—————————-1.7%
20251.32.4-1.10.10.82.60.81.71.42.50.40.414.1%
2024-1.40.31.2-2.52.6-0.02.62.22.0-3.01.9-2.23.5%
20233.4-2.31.90.5-1.31.91.4-1.7-3.1-1.45.95.010.1%
2022-3.5-6.5-0.9-6.50.8-5.53.9-2.3-6.30.19.4-0.9-17.8%
2021————1.00.90.50.8-2.50.1-1.81.90.9%

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 11.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-0110100.180828156426
2021-06-0110195.38695398928
2021-07-0110242.155487860564
2021-08-0110327.995080499988
2021-09-0110068.653814540532
2021-10-0110078.700635029518
2021-11-019901.216277375373
2021-12-0110090.46035073762
2022-01-019733.68944235519
2022-02-019096.870719030388
2022-03-019015.390485313546
2022-04-018429.303497025772
2022-05-018498.001148695135
2022-06-018028.306608244221
2022-07-018343.838955377456
2022-08-018149.752502876811
2022-09-017638.05631041558
2022-10-017648.928730164206
2022-11-018371.328082348859
2022-12-018298.597414827096
2023-01-018582.316995208357
2023-02-018383.881737168
2023-03-018544.816766889979
2023-04-018584.713424917754
2023-05-018472.407571646308
2023-06-018631.69221464769
2023-07-018752.334428585056
2023-08-018600.386010273312
2023-09-018331.472826053867
2023-10-018212.070228703984
2023-11-018700.597686779654
2023-12-019133.46660361697
2024-01-019002.607091467387
2024-02-019033.097438166309
2024-03-019139.352144061793
2024-04-018909.860715641127
2024-05-019142.409377898375
2024-06-019141.26068276328
2024-07-019377.233511861394
2024-08-019585.289396082666
2024-09-019775.6553752235
2024-10-019486.823898541401
2024-11-019664.975554712188
2024-12-019454.991648621059
2025-01-019578.249477911973
2025-02-019811.960635881907
2025-03-019699.951089129407
2025-04-019707.625833869459
2025-05-019786.370306027808
2025-06-0110039.70832073354
2025-07-0110117.600404275743
2025-08-0110284.860157529534
2025-09-0110429.7589160864
2025-10-0110695.588077112756
2025-11-0110738.223743893752
2025-12-0110786.125548725171
2026-01-0110820.018143700543
2026-02-0110930.678006953054
2026-03-0110606.35838070517
Annual Return Matrix
YearAnnual Return
2022-0.17757989959095744
20230.10060364987681081
20240.03520295841195287
20250.14078636444890447
2026-0.016666519150729586
Total Factor Risk
0.11178852912116222
VTI.US Exposure
0.34854613486613534
VEA.US Exposure
0.04937761685558571
VWO.US Exposure
0.06408832157575804
QQQ.US Exposure
-0.062123211879574286
VTV.US Exposure
0.01782962191454301
IJR.US Exposure
-0.05157201597471354
QUAL.US Exposure
-0.1036207499074305
SHV.US Exposure
0.3304292304077314
TLT.US Exposure
0.04902975403643843
LQD.US Exposure
0.20336971022300457
HYG.US Exposure
0.06907664168669138
GLD.US Exposure
-0.01689765136001783
USO.US Exposure
0.00939195435972086
VNQ.US Exposure
-0.03330474825799495
BTC-USD.CC Exposure
-0.0020224300843982982
CPER.US Exposure
0.001988997460734912
VIX.INDX Exposure
-0.019822416293348574
UUP.US Exposure
0.0943337830133956
TIP.US Exposure
-0.01500122811904765
Idiosyncratic Exposure
0.06690268547678654
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
11.2%

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
$50
Avg Yield on Cost
0.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$50.370.50%Solid

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 →
-1.8%
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 →
+0.9%
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 →
3.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EMHC.US a high-risk investment?

EMHC.US (EMHC.US) has an annualized volatility of 11.2% and experienced a maximum drawdown of 26.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EMHC.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 60% 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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