EUSM.US

10-Year Study

EUSM.US · Unknown · Unknown · Common Stock

Executive Summary: EUSM.US has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 5.8% and an annualized volatility of 62.1%.

1Y CAGR
+12.6%
3Y CAGR
+11.0%
5Y CAGR
+11.0%
10Y CAGR
+11.0%

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 →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.5%
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 · 2.6%
% 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.
20262.00.4-4.64.9————————2.6%
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 62.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.3% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110322.429112570337
2025-02-0110258.545510561942
2025-03-019748.390495894319
2025-04-019719.653345631577
2025-05-0110303.781852760894
2025-06-0110757.780915797168
2025-07-0110918.745604512147
2025-08-0111063.527600213156
2025-09-0111269.37960975921
2025-10-0111426.354349655001
2025-11-0111298.112793870043
2025-12-0111199.680042593298
2026-01-0111426.667675655714
2026-02-0111473.662430657783
2026-03-0110950.151213507634
2026-04-0111485.431867776746
Annual Return Matrix
YearAnnual Return
20250.11996800425932985
20260.025514284702483403
Total Factor Risk
0.621474397846893
VTI.US Exposure
0.07416004518262162
VEA.US Exposure
0.03496769586419977
VWO.US Exposure
-0.007672361538436951
QQQ.US Exposure
-0.004005849811005539
VTV.US Exposure
-0.00458184625114298
IJR.US Exposure
0.009941925922379012
QUAL.US Exposure
-0.01748926413561042
SHV.US Exposure
0.913149535524942
TLT.US Exposure
0.004028725322181626
LQD.US Exposure
-0.0008822236223209552
HYG.US Exposure
-0.005042196562077205
GLD.US Exposure
-0.00096954373262988
USO.US Exposure
-0.00008703247459892944
VNQ.US Exposure
-0.008523012868982228
BTC-USD.CC Exposure
0.005974221760119051
CPER.US Exposure
0.001131269894296541
VIX.INDX Exposure
-0.005339844411254834
UUP.US Exposure
-0.0006240964955092575
TIP.US Exposure
0.011620854375180557
Idiosyncratic Exposure
0.0002429980576487689
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
62.1%

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 →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 →
+1.3%
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 →
+2.8%
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 →
0.8% 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 EUSM.US a high-risk investment?

EUSM.US (EUSM.US) has an annualized volatility of 62.1% 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 EUSM.US?

Over the past 10 years, EUSM.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. 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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