FTXG.US

10-Year Study

FTXG.US · Unknown · Unknown · Common Stock

Executive Summary: FTXG.US has compounded at 3.2% annually over the last 10 years, with a maximum drawdown of 21.7% and an annualized volatility of 17.8%.

1Y CAGR
-2.0%
3Y CAGR
-3.0%
5Y CAGR
-1.5%
10Y CAGR
+3.2%

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 →
21.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +13.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -6.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.87.1-8.6—————————4.5%
2025-2.23.61.7-2.1-1.6-1.9-0.31.8-4.0-2.74.7-3.3-6.5%
2024-2.30.74.5-1.6-0.5-2.94.04.41.2-5.52.0-6.0-2.5%
2023-1.4-0.92.03.1-5.40.41.7-4.6-4.4-5.05.23.3-6.5%
20221.50.62.82.0-2.2-4.86.1-1.4-7.110.33.1-3.76.1%
20212.82.212.5-5.22.9-3.4-3.0-1.4-0.33.4-3.87.513.5%
2020-2.0-10.5-10.79.13.1-0.17.93.8-3.52.17.42.46.6%
2019————-4.13.22.11.81.3-1.81.54.78.7%

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 17.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019590.6432748538
2019-06-019896.850970964826
2019-07-0110104.853971663853
2019-08-0110291.658852346285
2019-09-0110425.269523013885
2019-10-0110233.747634392103
2019-11-0110388.49959365534
2019-12-0110873.953591461646
2020-01-0110652.25421831222
2020-02-019534.096011002563
2020-03-018510.618951005632
2020-04-019284.265084479908
2020-05-019568.081200734261
2020-06-019556.601253701147
2020-07-0110308.992435737871
2020-08-0110696.355400974091
2020-09-0110320.131394245249
2020-10-0110540.52364471269
2020-11-0111317.579663444327
2020-12-0111594.519177763
2021-01-0111919.765399894293
2021-02-0112184.99764149603
2021-03-0113708.591205905923
2021-04-0112996.607164168925
2021-05-0113367.659511590768
2021-06-0112908.461630266142
2021-07-0112516.949971300131
2021-08-0112342.420677544202
2021-09-0112309.74261049449
2021-10-0112734.21649361499
2021-11-0112244.045487869333
2021-12-0113156.928602685854
2022-01-0113355.2134304014
2022-02-0113428.923783381357
2022-03-0113809.97846089146
2022-04-0114092.487454463824
2022-05-0113781.39225615058
2022-06-0113121.749953114077
2022-07-0113919.833597599443
2022-08-0113725.413306508903
2022-09-0112756.551242050704
2022-10-0114071.232503026273
2022-11-0114502.639819503407
2022-12-0113966.037542836684
2023-01-0113764.683818389509
2023-02-0113635.619661398392
2023-03-0113912.161355770379
2023-04-0114346.92172608392
2023-05-0113565.376025096753
2023-06-0113626.299308361607
2023-07-0113860.103774174666
2023-08-0113220.920782682331
2023-09-0112644.650174188306
2023-10-0112014.56021004893
2023-11-0112639.308020618439
2023-12-0113061.735972584524
2024-01-0112766.496740718007
2024-02-0112851.743872152036
2024-03-0113434.663756897915
2024-04-0113223.762353730132
2024-05-0113158.008399684017
2024-06-0112782.011718639002
2024-07-0113299.461806443544
2024-08-0113885.677913604872
2024-09-0114056.399502156752
2024-10-0113278.320517847907
2024-11-0113540.199705613239
2024-12-0112732.454719565354
2025-01-0112456.140350877191
2025-02-0112903.801453747747
2025-03-0113118.055910751935
2025-04-0112846.117561477387
2025-05-0112640.842468984252
2025-06-0112398.34279576492
2025-07-0112357.765161202326
2025-08-0112578.953051563149
2025-09-0112072.471428003113
2025-10-0111751.430731022567
2025-11-0112309.515284810666
2025-12-0111902.204490818884
2026-01-0112705.80078313698
2026-02-0113603.168920032507
2026-03-0112434.601242334862
Annual Return Matrix
YearAnnual Return
20200.0662652806305104
20210.13475413693043703
20220.06149679492717319
2023-0.06475004577916132
2024-0.025209608715893728
2025-0.06520739692642796
20260.04473093635104797
Total Factor Risk
0.1784382045418313
VTI.US Exposure
-0.07249209040672969
VEA.US Exposure
0.02127552384669371
VWO.US Exposure
0.000658052742858791
QQQ.US Exposure
0.06562251857359509
VTV.US Exposure
0.48970527342776377
IJR.US Exposure
-0.03468117921396793
QUAL.US Exposure
-0.03893881490726796
SHV.US Exposure
0.31624747021303984
TLT.US Exposure
0.003731743518587536
LQD.US Exposure
-0.015042591910784742
HYG.US Exposure
0.05314685295613562
GLD.US Exposure
0.013640167414718856
USO.US Exposure
-0.0008001201806257977
VNQ.US Exposure
0.0761689606924844
BTC-USD.CC Exposure
-0.0012247646959837079
CPER.US Exposure
-0.004952355704495828
VIX.INDX Exposure
-0.008966253799147563
UUP.US Exposure
-0.006820159541829012
TIP.US Exposure
0.007440118493587602
Idiosyncratic Exposure
0.13628164848136706
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.8%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-3.5%
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 →
+0.2%
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 →
8.6% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
28
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-3.1%
50.0% retracement-1.2%
61.8% retracement+0.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is FTXG.US a high-risk investment?

FTXG.US (FTXG.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 21.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FTXG.US has generated a Compound Annual Growth Rate (CAGR) of 3.2%. It has had a positive return in 57% 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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