AB Disruptors ETF

10-Year Study

FWD.US · · US · ETF

Executive Summary: AB Disruptors ETF has compounded at 32.6% annually over the last 10 years, with a maximum drawdown of 16.7% and an annualized volatility of 38.6%.

1Y CAGR
+56.1%
3Y CAGR
+33.6%
5Y CAGR
+32.6%
10Y CAGR
+32.6%

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 →
16.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 17.2%
% 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.
20268.04.0-7.412.7————————17.2%
20256.8-6.6-10.83.711.510.22.61.38.68.2-4.90.332.0%
20243.09.82.7-4.56.84.7-2.21.71.8-1.07.5-3.329.2%
2023———-4.57.45.84.6-3.3-6.3-5.614.17.819.6%

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 38.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.4% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-03-0110000
2023-04-019553.54438862935
2023-05-0110259.862565918145
2023-06-0110857.644160223834
2023-07-0111355.310281765267
2023-08-0110981.733420084445
2023-09-0110293.625160948714
2023-10-019721.536745152976
2023-11-0111094.881098222188
2023-12-0111958.855745014253
2024-01-0112313.265300141264
2024-02-0113521.860694126131
2024-03-0113884.90628339869
2024-04-0113261.607357432165
2024-05-0114163.369538245714
2024-06-0114830.37617548734
2024-07-0114508.18567082642
2024-08-0114747.904003251213
2024-09-0115017.359991715659
2024-10-0114861.051681388955
2024-11-0115975.295471552867
2024-12-0115454.632489854614
2025-01-0116500.686779638498
2025-02-0115407.798612372975
2025-03-0113741.141714975704
2025-04-0114248.557567373766
2025-05-0115885.945733662364
2025-06-0117509.65692279737
2025-07-0117957.75377142645
2025-08-0118186.100674274974
2025-09-0119749.437778546297
2025-10-0121377.154368133422
2025-11-0120336.121482818784
2025-12-0120400.18835151394
2026-01-0122029.70248666983
2026-02-0122906.982878378454
2026-03-0121211.03771133372
2026-04-0123901.494502832113
Annual Return Matrix
YearAnnual Return
20240.2923169924762894
20250.3200047535847843
20260.17163106982089849
Total Factor Risk
0.3861070246215546
VTI.US Exposure
0.04703995026743205
VEA.US Exposure
0.03977733030558167
VWO.US Exposure
0.0019941512929451425
QQQ.US Exposure
0.0921117667225116
VTV.US Exposure
-0.019096729830661286
IJR.US Exposure
0.013553743851247347
QUAL.US Exposure
0.07559733491990046
SHV.US Exposure
0.5844099530362958
TLT.US Exposure
0.019191350011753355
LQD.US Exposure
0.10788961194018098
HYG.US Exposure
-0.023616308488801255
GLD.US Exposure
0.008241734812691488
USO.US Exposure
-0.0053097145623112706
VNQ.US Exposure
-0.0012956786889938136
BTC-USD.CC Exposure
0.010167350500160486
CPER.US Exposure
-0.003557191131695503
VIX.INDX Exposure
-0.007033650489397279
UUP.US Exposure
-0.0004932241606266813
TIP.US Exposure
0.04862317697541816
Idiosyncratic Exposure
0.011805042716368591
Value Score
38.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.6%

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 →28.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.10%
Market Cap$122.3B
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 →
+7.8%
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 →
+17.4%
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 →
0.0% 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 AB Disruptors ETF a high-risk investment?

AB Disruptors ETF (FWD.US) has an annualized volatility of 38.6% and experienced a maximum drawdown of 16.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FWD.US has generated a Compound Annual Growth Rate (CAGR) of 32.6%. 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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