Pinnacle Focused Opportunities ETF

10-Year Study

FCUS.US · · US · ETF

Executive Summary: Pinnacle Focused Opportunities ETF has compounded at 27.7% annually over the last 10 years, with a maximum drawdown of 28.8% and an annualized volatility of 30.5%.

1Y CAGR
+73.9%
3Y CAGR
+32.0%
5Y CAGR
+27.7%
10Y CAGR
+27.7%

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 →
28.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +30.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 13.7%
% 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.
202615.48.1-8.29.5————————25.4%
20259.9-12.5-17.3-0.88.84.46.5-0.316.010.2-6.3-0.313.7%
20240.98.86.3-7.27.9-2.6-1.96.01.72.417.4-9.830.6%
20236.7-0.80.7-4.7-1.38.44.2-0.4-5.1-6.612.37.721.1%

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 30.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 39.6% of variance. Idiosyncratic stock-specific factors contribute 16.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0110672.420611041385
2023-02-0110590.180469829045
2023-03-0110663.422909180523
2023-04-0110166.486139527422
2023-05-0110031.405991208616
2023-06-0110878.737341608927
2023-07-0111334.869246772003
2023-08-0111294.981345528948
2023-09-0110720.274630492468
2023-10-0110017.93809351879
2023-11-0111247.127326077863
2023-12-0112112.4540801999
2024-01-0112224.094355518113
2024-02-0113294.763566757792
2024-03-0114127.710056221309
2024-04-0113114.351047917062
2024-05-0114152.124202671803
2024-06-0113780.754087650226
2024-07-0113523.545896876023
2024-08-0114337.522709167913
2024-09-0114588.254847010414
2024-10-0114934.695023755081
2024-11-0117528.612118815516
2024-12-0115818.532973425261
2025-01-0117381.726068692013
2025-02-0115209.325516221654
2025-03-0112584.46091157609
2025-04-0112483.308403395056
2025-05-0113581.314581434935
2025-06-0114173.443598163783
2025-07-0115100.493440847276
2025-08-0115059.230094733768
2025-09-0117470.78612405367
2025-10-0119253.305365954304
2025-11-0118032.712663835544
2025-12-0117983.941681137494
2026-01-0120761.76721741772
2026-02-0122436.944449220297
2026-03-0120602.444853257228
2026-04-0122557.295875384694
Annual Return Matrix
YearAnnual Return
20230.21124540801998992
20240.30597258562851026
20250.13689061503680944
20260.254302103250478
Total Factor Risk
0.30495330322950065
VTI.US Exposure
0.3956652541484568
VEA.US Exposure
-0.01073731640157665
VWO.US Exposure
0.0055982057089336784
QQQ.US Exposure
-0.12999732565018735
VTV.US Exposure
-0.017582044701312367
IJR.US Exposure
0.1076477927690817
QUAL.US Exposure
0.04436432087664731
SHV.US Exposure
0.048207863797413715
TLT.US Exposure
0.1371668480630939
LQD.US Exposure
-0.009551970597550231
HYG.US Exposure
-0.016934886785870407
GLD.US Exposure
0.046458017614637186
USO.US Exposure
0.00008939526242269589
VNQ.US Exposure
-0.046464727991860924
BTC-USD.CC Exposure
0.010746279836024247
CPER.US Exposure
-0.013965869458143204
VIX.INDX Exposure
0.07901944805426488
UUP.US Exposure
0.05934713545685603
TIP.US Exposure
0.14938031240909097
Idiosyncratic Exposure
0.16154326758957793
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.5%

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 →18.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.08%
Market Cap$39.7B
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 →
+5.5%
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 →
+23.4%
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 →
1.2% 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 →
1.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pinnacle Focused Opportunities ETF a high-risk investment?

Pinnacle Focused Opportunities ETF (FCUS.US) has an annualized volatility of 30.5% and experienced a maximum drawdown of 28.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FCUS.US has generated a Compound Annual Growth Rate (CAGR) of 27.7%. 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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