ESUM.US

10-Year Study

ESUM.US · Unknown · Unknown · Common Stock

Executive Summary: ESUM.US has compounded at 11.3% annually over the last 10 years, with a maximum drawdown of 5.8% and an annualized volatility of 59.3%.

1Y CAGR
+13.1%
3Y CAGR
+11.3%
5Y CAGR
+11.3%
10Y CAGR
+11.3%

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 →
5.8%
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 →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +12.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.0%
% 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.
20262.00.4-4.14.9————————3.0%
20253.2-0.6-5.0-0.36.04.41.51.31.91.4-1.1-0.912.0%

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 59.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.6% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110322.296246392361
2025-02-0110258.419209688016
2025-03-019748.442581364206
2025-04-019719.53988571999
2025-05-0110303.748617245137
2025-06-0110757.37538571583
2025-07-0110918.398749074699
2025-08-0111063.244920195291
2025-09-0111269.098651762024
2025-10-0111426.212873551747
2025-11-0111297.710241119179
2025-12-0111199.274729479088
2026-01-0111426.33763338906
2026-02-0111473.330505443688
2026-03-0110999.658989778012
2026-04-0111534.046959602763
Annual Return Matrix
YearAnnual Return
20250.11992747294790873
20260.029892313405124327
Total Factor Risk
0.5932563728537369
VTI.US Exposure
0.09030550515708542
VEA.US Exposure
0.0709039521771526
VWO.US Exposure
-0.008201116866299792
QQQ.US Exposure
-0.004014387376362966
VTV.US Exposure
-0.012240354419139246
IJR.US Exposure
0.03609106580231035
QUAL.US Exposure
-0.0257586795363383
SHV.US Exposure
0.826076090246606
TLT.US Exposure
0.012943730218650267
LQD.US Exposure
0.00495659337821535
HYG.US Exposure
-0.006782199183958964
GLD.US Exposure
-0.0020177224110297493
USO.US Exposure
-0.00022252599443876872
VNQ.US Exposure
-0.015087769622012732
BTC-USD.CC Exposure
0.010153802823331346
CPER.US Exposure
0.002778029812772857
VIX.INDX Exposure
-0.008840647509004623
UUP.US Exposure
-0.0003320366646463477
TIP.US Exposure
0.02917326944459372
Idiosyncratic Exposure
0.00011540052251335554
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
59.3%

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
1.30
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 →
+1.7%
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 →
+3.2%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ESUM.US a high-risk investment?

ESUM.US (ESUM.US) has an annualized volatility of 59.3% and experienced a maximum drawdown of 5.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ESUM.US has generated a Compound Annual Growth Rate (CAGR) of 11.3%. 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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