The RBB Fund Trust

10-Year Study

FEOE.US · · US · ETF

Executive Summary: The RBB Fund Trust has compounded at 38.7% annually over the last 10 years, with a maximum drawdown of 9.3% and an annualized volatility of 27.0%.

1Y CAGR
+34.0%
3Y CAGR
+38.7%
5Y CAGR
+38.7%
10Y CAGR
+38.7%

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 →
2.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 9.3%
% 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.
20266.18.4-9.34.8————————9.3%
20255.04.02.72.92.42.5-0.55.54.40.72.53.141.3%

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 27.0%. The dominant macroeconomic risk driver is VNQ.US, accounting for 38.6% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110502.488478185265
2025-02-0110921.862077229036
2025-03-0111214.634531251368
2025-04-0111536.047133501084
2025-05-0111813.35975240884
2025-06-0112109.843735844315
2025-07-0112049.407178156334
2025-08-0112714.35543592936
2025-09-0113276.812877545832
2025-10-0113374.949222186178
2025-11-0113707.437963393215
2025-12-0114133.036410980281
2026-01-0114998.085786011332
2026-02-0116263.512743404728
2026-03-0114746.753872995556
2026-04-0115453.990186365536
Annual Return Matrix
YearAnnual Return
20250.4133036410980282
20260.0934656741108355
Total Factor Risk
0.2699016046046206
VTI.US Exposure
-0.12365709907898806
VEA.US Exposure
-0.15442800549146068
VWO.US Exposure
0.24334900615105617
QQQ.US Exposure
0.024360262316452823
VTV.US Exposure
0.2669239684502912
IJR.US Exposure
-0.11453954785497929
QUAL.US Exposure
0.15392916894803374
SHV.US Exposure
0.1772710294192938
TLT.US Exposure
-0.0086546439205036
LQD.US Exposure
-0.013991846706131876
HYG.US Exposure
0.019673486918600123
GLD.US Exposure
0.029780993990122136
USO.US Exposure
0.0038966139460344996
VNQ.US Exposure
0.3860211733679654
BTC-USD.CC Exposure
-0.0016930235382630007
CPER.US Exposure
-0.019788140856502913
VIX.INDX Exposure
0.062094305170835036
UUP.US Exposure
0.04051837282443182
TIP.US Exposure
0.027238542102065267
Idiosyncratic Exposure
0.001695383841647549
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
27.0%

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 →
+1.2%
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 →
+11.7%
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 →
5.0% 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 The RBB Fund Trust a high-risk investment?

The RBB Fund Trust (FEOE.US) has an annualized volatility of 27.0% and experienced a maximum drawdown of 9.3% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, FEOE.US has generated a Compound Annual Growth Rate (CAGR) of 38.7%. 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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