Kovitz Core Equity ETF

10-Year Study

EQTY.US · · US · ETF

Executive Summary: Kovitz Core Equity ETF has compounded at 16.7% annually over the last 10 years, with a maximum drawdown of 9.3% and an annualized volatility of 36.3%.

1Y CAGR
+10.0%
3Y CAGR
+15.4%
5Y CAGR
+16.7%
10Y CAGR
+16.7%

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 →
9.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +27.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -4.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.8-0.6-6.5—————————-4.4%
20255.8-2.9-4.9-1.74.65.01.71.6-0.81.31.91.913.6%
20240.86.23.1-5.02.11.82.32.42.40.05.3-2.619.9%
20239.7-2.01.72.0-1.37.63.4-1.5-4.6-3.38.15.527.0%

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 36.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.8% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0110974.521097287237
2023-02-0110751.592920289087
2023-03-0110932.484427671874
2023-04-0111152.86559436392
2023-05-0111006.36972567819
2023-06-0111847.132450157918
2023-07-0112252.866058789985
2023-08-0112063.69432356466
2023-09-0111509.553366343434
2023-10-0111133.758128372741
2023-11-0112038.21688746052
2023-12-0112696.179069001737
2024-01-0112797.074409121718
2024-02-0113586.993479213634
2024-03-0114010.369167389175
2024-04-0113304.740983473519
2024-05-0113589.546600388992
2024-06-0113831.566355118257
2024-07-0114150.854385074224
2024-08-0114489.30121232313
2024-09-0114843.712074417677
2024-10-0114846.903170343412
2024-11-0115627.88203871309
2024-12-0115221.36379446849
2025-01-0116099.02639186658
2025-02-0115624.96104320849
2025-03-0114856.205135525635
2025-04-0114599.95438847187
2025-05-0115272.614432748784
2025-06-0116041.371562605489
2025-07-0116312.998478882426
2025-08-0116573.7333817966
2025-09-0116444.967589171636
2025-10-0116656.37555544746
2025-11-0116978.61146873276
2025-12-0117296.974313083298
2026-01-0117775.63014672686
2026-02-0117672.46650082582
2026-03-0116530.612428872537
Annual Return Matrix
YearAnnual Return
20230.2696179069001736
20240.19889328212391866
20250.13636166552757212
2026-0.04430612373813214
Total Factor Risk
0.36302562829178564
VTI.US Exposure
0.10735995987380165
VEA.US Exposure
0.02480843432607127
VWO.US Exposure
-0.007652564223457879
QQQ.US Exposure
-0.018059185883657115
VTV.US Exposure
-0.020382303039746027
IJR.US Exposure
0.007570915561811396
QUAL.US Exposure
0.0245726874641622
SHV.US Exposure
0.8679547122738658
TLT.US Exposure
-0.002197643799749203
LQD.US Exposure
0.0009716461392501069
HYG.US Exposure
-0.003564834368601917
GLD.US Exposure
-0.00013842846048257602
USO.US Exposure
-0.0004903950187490185
VNQ.US Exposure
0.016325251106374
BTC-USD.CC Exposure
-0.0004704349060871089
CPER.US Exposure
0.00580637534088833
VIX.INDX Exposure
-0.00642210663683428
UUP.US Exposure
-0.0028197917743311997
TIP.US Exposure
-0.001999356039202935
Idiosyncratic Exposure
0.008827062064674356
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
36.3%

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 →
-4.9%
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 →
-1.5%
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 →
8.3% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Kovitz Core Equity ETF a high-risk investment?

Kovitz Core Equity ETF (EQTY.US) has an annualized volatility of 36.3% and experienced a maximum drawdown of 9.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EQTY.US has generated a Compound Annual Growth Rate (CAGR) of 16.7%. It has had a positive return in 75% 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.

Run a Full Backtest on Kovitz Core Equity ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest