MarketDesk Focused U.S. Momentum ETF

10-Year Study

FMTM.US · · US · ETF

Executive Summary: MarketDesk Focused U.S. Momentum ETF has compounded at 28.5% annually over the last 10 years, with a maximum drawdown of 97.8% and an annualized volatility of 505.9%.

1Y CAGR
+50.5%
3Y CAGR
-2.8%
5Y CAGR
-16.5%
10Y CAGR
+28.5%

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 →
97.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
87.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1480.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1580.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +1226.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -94.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.65.5-6.57.8————————16.6%
20250.0-96.736.7-0.92.33.21.81.19.15.31.90.4-94.3%
2024-3.8-26.32441.77.50.9-7.8-96.6-27.4-6.53011.5-0.21.51226.2%
2023-86.1-8.2-2.0-3.06.5-2.2-6.4-14.1-4.2-5.537.95.4-86.6%
2022-51.4-13.92.110.9-11.35.04.4-12.4-1.5-5.7353.72.875.2%
202115.03.0-4.236.5-8.70.416.9-16.7-2.73.34.792.5180.0%
2020————237.111.248.546.4-5.51.615.1-10.6704.5%

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 505.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 9.8% of variance. Idiosyncratic stock-specific factors contribute 73.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-05-0133709.27262435456
2020-06-0137468.67111160959
2020-07-0155639.09952350344
2020-08-0181453.63389052571
2020-09-0176942.35761794863
2020-10-0178195.49044703363
2020-11-0189974.9409525617
2020-12-0180451.12380299982
2021-01-0192481.20661073171
2021-02-0195238.09501046085
2021-03-0191228.07378164672
2021-04-01124561.40512317905
2021-05-01113784.46470517691
2021-06-01114212.59037722301
2021-07-01133458.64629755367
2021-08-01111152.87811558257
2021-09-01108145.36697429436
2021-10-01111699.25940258041
2021-11-01116991.64991213469
2021-12-01225236.13209058496
2022-01-01109550.4280091517
2022-02-0194298.24538864708
2022-03-0196303.25600305415
2022-04-01106841.70613768893
2022-05-0194796.11596416742
2022-06-0199550.47162959338
2022-07-01103947.36434834376
2022-08-0191102.7528502224
2022-09-0189725.44636708345
2022-10-0184649.1264289504
2022-11-01384060.50740851375
2022-12-01394711.44808931416
2023-01-0154887.21695785901
2023-02-0150389.473777930005
2023-03-0149391.0652070032
2023-04-0147932.33071250167
2023-05-0151065.162785214205
2023-06-0149937.34132690874
2023-07-0146741.85356880644
2023-08-0140162.90621611013
2023-09-0138471.17880897431
2023-10-0136340.85204346532
2023-11-0150125.31316340044
2023-12-0152819.550658062166
2024-01-0150819.23432022889
2024-02-0137468.67111160959
2024-03-01952344.6961397044
2024-04-011023770.5904170191
2024-05-011032556.5170045329
2024-06-01952357.9280720428
2024-07-0132769.4230025408
2024-08-0123784.460522394824
2024-09-0122230.576101148752
2024-10-01691712.6478904765
2024-11-01690459.5150613916
2024-12-01700484.3482385976
2025-01-01700484.3482385976
2025-02-0123308.271099013444
2025-03-0131866.165337368562
2025-04-0131563.784385710347
2025-05-0132280.952303795704
2025-06-0133328.07009577914
2025-07-0133916.54127231746
2025-08-0134285.21295063427
2025-09-0137397.618958232706
2025-10-0139378.19539460157
2025-11-0140122.80692164389
2025-12-0140271.929728305004
2026-01-0144149.12270149402
2026-02-0146597.74424952614
2026-03-0143563.909670311325
2026-04-0146974.435977949084
Annual Return Matrix
YearAnnual Return
20211.7996642115543264
20220.7524339653043322
2023-0.8661818629438123
202412.261838457758225
2025-0.9425084517169146
20260.16643121635498015
Total Factor Risk
5.059406195405892
VTI.US Exposure
0.0025631544641696946
VEA.US Exposure
0.002091984952571243
VWO.US Exposure
0.0030177299711684116
QQQ.US Exposure
0.012009447741382236
VTV.US Exposure
0.09804206573531017
IJR.US Exposure
-0.009611662457223988
QUAL.US Exposure
0.021163242524737794
SHV.US Exposure
0.028010314120873785
TLT.US Exposure
-0.0060599708095478415
LQD.US Exposure
0.049412291144703364
HYG.US Exposure
0.003020279813035739
GLD.US Exposure
0.003381567633311128
USO.US Exposure
0.015003745451280524
VNQ.US Exposure
0.0088892453839266
BTC-USD.CC Exposure
0.000927100664094693
CPER.US Exposure
0.00425638968891139
VIX.INDX Exposure
-0.0002821621042437196
UUP.US Exposure
0.03101481242515571
TIP.US Exposure
0.002004712461611422
Idiosyncratic Exposure
0.7311457111947717
Value Score
41.2
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
505.9%

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 →22.0x
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$26.1B
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 →
-14.3%
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 →
+11.6%
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 →
91.5% 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 MarketDesk Focused U.S. Momentum ETF a high-risk investment?

MarketDesk Focused U.S. Momentum ETF (FMTM.US) has an annualized volatility of 505.9% and experienced a maximum drawdown of 97.8% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FMTM.US has generated a Compound Annual Growth Rate (CAGR) of 28.5%. It has had a positive return in 67% 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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