Bank of Montreal

10-Year Study

FNGB.US · · US · ETF

Executive Summary: Bank of Montreal has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 52.0% and an annualized volatility of 539.3%.

1Y CAGR
+20.8%
3Y CAGR
+17.7%
5Y CAGR
+17.7%
10Y CAGR
+17.7%

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 →
52.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
78.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-6.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -6.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.8-18.4-15.050.5————————-6.9%
2025——-31.610.334.725.82.7-1.215.411.6-8.0-15.629.7%

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 539.3%. The dominant macroeconomic risk driver is HYG.US, accounting for 28.9% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-016836.720567984004
2025-04-017540.425008288391
2025-05-0110160.055091344726
2025-06-0112784.82084144211
2025-07-0113134.10498314498
2025-08-0112974.87285256227
2025-09-0114978.119040882339
2025-10-0116709.128829412773
2025-11-0115378.76867043243
2025-12-0112974.87285256227
2026-01-0111577.73726546598
2026-02-019446.077181179124
2026-03-018028.395124623692
2026-04-0112081.116655863672
Annual Return Matrix
YearAnnual Return
2026-0.06888361888818795
Total Factor Risk
5.392733047416544
VTI.US Exposure
0.06931962500441272
VEA.US Exposure
-0.030974121572460815
VWO.US Exposure
0.06766005905557025
QQQ.US Exposure
0.16186749360187053
VTV.US Exposure
0.060936146434616874
IJR.US Exposure
-0.0028923436502776233
QUAL.US Exposure
0.008464446953553594
SHV.US Exposure
0.24209686640318553
TLT.US Exposure
0.09108997713417413
LQD.US Exposure
-0.013991774847412083
HYG.US Exposure
0.28930698135536514
GLD.US Exposure
0.0029560752031883614
USO.US Exposure
0.003955736039908742
VNQ.US Exposure
-0.002646469219132804
BTC-USD.CC Exposure
0.0002848971985881238
CPER.US Exposure
-0.00037615960537181874
VIX.INDX Exposure
0.03201737232663343
UUP.US Exposure
0.02037794645943417
TIP.US Exposure
0.0005472453802931301
Idiosyncratic Exposure
3.4386039323326473e-10
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
539.3%

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
1.18
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 →
+26.5%
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 →
-5.5%
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 →
30.7% 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 Bank of Montreal a high-risk investment?

Bank of Montreal (FNGB.US) has an annualized volatility of 539.3% and experienced a maximum drawdown of 52.0% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, FNGB.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 0% 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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