Freedom 100 Emerging Markets ETF

10-Year Study

FRDM.US · · US · ETF

Executive Summary: Freedom 100 Emerging Markets ETF has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 30.3% and an annualized volatility of 18.3%.

1Y CAGR
+74.4%
3Y CAGR
+31.6%
5Y CAGR
+15.6%
10Y CAGR
+16.4%

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 →
30.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +61.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.98.6-13.013.0————————20.4%
20254.11.32.53.14.67.7-0.33.56.89.0-0.47.361.3%
2024-6.35.24.1-2.34.53.8-0.51.40.9-2.8-4.1-1.41.7%
202310.5-5.82.70.51.25.84.9-7.9-5.7-1.112.25.622.8%
20221.4-1.73.5-10.55.7-14.74.9-2.6-11.35.212.1-3.8-14.4%
20211.91.71.70.91.30.1-1.93.3-5.10.1-1.13.36.1%
2020-6.0-7.5-19.911.52.28.78.00.5-1.6-1.517.69.616.9%
2019—————6.1-2.9-5.04.13.9-0.85.811.0%

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 18.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 37.3% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110606.019930663877
2019-07-0110296.784525732588
2019-08-019782.086471124605
2019-09-0110182.736323704345
2019-10-0110581.164458062753
2019-11-0110495.582020745293
2019-12-0111101.879666186836
2020-01-0110441.149924322723
2020-02-019658.271966081767
2020-03-017733.3382704849355
2020-04-018622.766131757147
2020-05-018813.55618401381
2020-06-019579.724969798517
2020-07-0110348.902332341275
2020-08-0110397.687561617966
2020-09-0110228.142689852764
2020-10-0110075.260704747532
2020-11-0111846.432985109861
2020-12-0112978.768705247421
2021-01-0113218.991987928663
2021-02-0113446.949534596317
2021-03-0113674.95336706025
2021-04-0113803.76673810108
2021-05-0113982.291054344154
2021-06-0113997.42650972696
2021-07-0113736.189475535642
2021-08-0114193.400571166725
2021-09-0113463.61242125629
2021-10-0113475.924443066157
2021-11-0113332.531046197853
2021-12-0113774.699258038685
2022-01-0113961.87901818569
2022-02-0113728.968891316323
2022-03-0114211.40574591875
2022-04-0112714.152807927832
2022-05-0113437.04437419289
2022-06-0111462.307161801258
2022-07-0112027.919592314707
2022-08-0111720.165332864302
2022-09-0110393.429268360416
2022-10-0110929.927933015195
2022-11-0112252.498275854086
2022-12-0111784.502589690303
2023-01-0113021.721924193122
2023-02-0112269.53144888428
2023-03-0112603.113182657637
2023-04-0112671.708732741183
2023-05-0112826.118149123578
2023-06-0113570.2548958801
2023-07-0114230.244065003772
2023-08-0113100.639206846594
2023-09-0112352.845882184134
2023-10-0112213.247920610602
2023-11-0113705.501992603531
2023-12-0114468.060486278575
2024-01-0113557.757730885123
2024-02-0114261.348120102384
2024-03-0114844.225152627412
2024-04-0114500.923401635739
2024-05-0115156.654277501864
2024-06-0115729.487292234635
2024-07-0115649.320293081662
2024-08-0115863.068100292061
2024-09-0116007.711213659863
2024-10-0115555.869270396994
2024-11-0114920.550430689334
2024-12-0114714.948923623808
2025-01-0115322.820286138793
2025-02-0115520.969780003608
2025-03-0115902.364741331829
2025-04-0116400.353623483563
2025-05-0117158.00582275317
2025-06-0118485.991603756556
2025-07-0118435.6789432027
2025-08-0119076.274363686018
2025-09-0120374.405806090286
2025-10-0122199.87132548635
2025-11-0122121.694615573317
2025-12-0123730.727751574876
2026-01-0126780.961726275058
2026-02-0129076.737221648793
2026-03-0125295.18766576101
2026-04-0128572.2220422219
Annual Return Matrix
YearAnnual Return
20200.16906047403639723
20210.06132558263939658
2022-0.14448204139098997
20230.22771923347328982
20240.01706437691350393
20250.6126952172750579
20260.2040179442168908
Total Factor Risk
0.18324669959635909
VTI.US Exposure
-0.32141502374896724
VEA.US Exposure
0.3726151401022269
VWO.US Exposure
0.20693076451866463
QQQ.US Exposure
0.2914840331993591
VTV.US Exposure
0.1595292373128328
IJR.US Exposure
0.0612587408396443
QUAL.US Exposure
0.00037578049437035985
SHV.US Exposure
0.0009926469412753225
TLT.US Exposure
0.08613566418550103
LQD.US Exposure
-0.09108454378769115
HYG.US Exposure
0.07072508603666763
GLD.US Exposure
0.0802397430100956
USO.US Exposure
-0.0073077244795399805
VNQ.US Exposure
-0.0026505858948249923
BTC-USD.CC Exposure
0.0033386896253857963
CPER.US Exposure
0.016569803814305336
VIX.INDX Exposure
0.0009879411881031088
UUP.US Exposure
-0.026809489937784214
TIP.US Exposure
-0.005765163519373731
Idiosyncratic Exposure
0.10384926009974922
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
18.3%

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
$105
Avg Yield on Cost
1.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$104.611.05%Solid

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 →
+6.3%
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 →
+25.5%
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 →
2.3% 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 →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Freedom 100 Emerging Markets ETF a high-risk investment?

Freedom 100 Emerging Markets ETF (FRDM.US) has an annualized volatility of 18.3% and experienced a maximum drawdown of 30.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FRDM.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. It has had a positive return in 86% 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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