GLDY.US

10-Year Study

GLDY.US · Unknown · Unknown · Common Stock

Executive Summary: GLDY.US has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 9.9% and an annualized volatility of 65.7%.

1Y CAGR
+19.0%
3Y CAGR
+15.1%
5Y CAGR
+15.1%
10Y CAGR
+15.1%

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 →
9.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-0.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% 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.
20262.67.1-9.90.9————————-0.2%
2025————-1.81.00.12.77.20.12.92.515.3%

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 65.7%. The dominant macroeconomic risk driver is VNQ.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-04-0110000
2025-05-019816.555869767993
2025-06-019910.942982780829
2025-07-019921.677203476407
2025-08-0110192.919856087414
2025-09-0110924.031329118608
2025-10-0110931.952443700862
2025-11-0111250.203580047673
2025-12-0111530.033609215143
2026-01-0111829.777468500615
2026-02-0112664.899838616544
2026-03-0111410.180482965901
2026-04-0111512.48871056099
Annual Return Matrix
YearAnnual Return
2026-0.0015216693418940164
Total Factor Risk
0.6570471288100155
VTI.US Exposure
0.06241413398374215
VEA.US Exposure
0.02032657561176405
VWO.US Exposure
0.024891955550541075
QQQ.US Exposure
0.016331172808206722
VTV.US Exposure
0.006703236841185658
IJR.US Exposure
0.006502478900948887
QUAL.US Exposure
0.0566281295815012
SHV.US Exposure
0.11585881755452065
TLT.US Exposure
0.11105887776525143
LQD.US Exposure
0.015154280726031786
HYG.US Exposure
0.004035088712513795
GLD.US Exposure
0.06624428535996219
USO.US Exposure
-0.000015873590066820186
VNQ.US Exposure
0.4090499085729358
BTC-USD.CC Exposure
-0.00022789404635257024
CPER.US Exposure
-0.005736961075222193
VIX.INDX Exposure
0.004517394919840103
UUP.US Exposure
0.06864376197346513
TIP.US Exposure
0.017620606685582928
Idiosyncratic Exposure
2.316364798107695e-8
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
65.7%

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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$564
Avg Yield on Cost
5.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$564.15.64%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 →
-4.4%
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 →
+3.3%
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 →
11.2% 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 GLDY.US a high-risk investment?

GLDY.US (GLDY.US) has an annualized volatility of 65.7% and experienced a maximum drawdown of 9.9% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, GLDY.US has generated a Compound Annual Growth Rate (CAGR) of 15.1%. 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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