Fundstrat Granny Shots US Large Cap ETF

10-Year Study

GRNY.US · · US · ETF

Executive Summary: Fundstrat Granny Shots US Large Cap ETF has compounded at -24.3% annually over the last 10 years, with a maximum drawdown of 87.1% and an annualized volatility of 80.3%.

1Y CAGR
+27.0%
3Y CAGR
-27.6%
5Y CAGR
-22.9%
10Y CAGR
-24.3%

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 →
87.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -81.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.0-1.2-4.48.5————————4.6%
20254.4-6.2-6.94.79.49.03.5-0.67.04.0-4.1-0.724.0%
2024-10.7-4.25.6-6.51.22.711.0-0.76.5-1.9-80.5-3.7-81.0%
20239.5-6.1-15.4-13.812.67.717.4-6.2-11.9-13.332.132.233.4%
2022-18.49.7-5.2-5.3-18.5-8.99.211.0-12.4-10.6-7.15.9-44.2%
2021————-11.03.1-2.66.64.016.09.37.835.3%

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 80.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 12.9% of variance. Idiosyncratic stock-specific factors contribute 47.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-018899.011006698549
2021-06-019173.164822382283
2021-07-018938.427162962762
2021-08-019526.147299124612
2021-09-019907.156997720607
2021-10-0111489.884406149777
2021-11-0112555.897430504498
2021-12-0113533.227937308062
2022-01-0111048.592592073272
2022-02-0112117.32742204185
2022-03-0111492.433132093527
2022-04-0110881.599922179874
2022-05-018872.887661216044
2022-06-018078.804707416486
2022-07-018825.86622358271
2022-08-019800.120732198573
2022-09-018583.290319018695
2022-10-017670.127091598435
2022-11-017126.960729756471
2022-12-017546.19474486304
2023-01-018259.461907720639
2023-02-017756.250659090305
2023-03-016558.316602298556
2023-04-015655.6904213766975
2023-05-016366.9138565685125
2023-06-016855.332270609553
2023-07-018048.558122198046
2023-08-017547.746619542257
2023-09-016647.810476446705
2023-10-015765.71614525138
2023-11-017618.42739081448
2023-12-0110070.281300472441
2024-01-018990.21230814082
2024-02-018611.262768824861
2024-03-019093.491941498196
2024-04-018503.3939681808
2024-05-018609.141264851623
2024-06-018841.796856172108
2024-07-019818.034112907537
2024-08-019749.711460853761
2024-09-0110380.018689683195
2024-10-0110185.591796637083
2024-11-011984.2982123280049
2024-12-011910.5929724103703
2025-01-011993.8703214082168
2025-02-011869.4329033654574
2025-03-011739.7308253285812
2025-04-011821.5723579643964
2025-05-011991.9558995921745
2025-06-012170.954339392144
2025-07-012247.5312120338426
2025-08-012235.087470229567
2025-09-012392.0700591450477
2025-10-012487.79114994717
2025-11-012386.3267936969205
2025-12-012370.05420826056
2026-01-012417.914753661621
2026-02-012389.198426420984
2026-03-012284.8624374466704
2026-04-012480.1334626830007
Annual Return Matrix
YearAnnual Return
2022-0.44239506052655175
20230.3344846828035597
2024-0.8102741209105315
20250.2404809619238477
20260.046445880452342436
Total Factor Risk
0.8028805901739463
VTI.US Exposure
-0.0016471173749731541
VEA.US Exposure
0.031205075383096855
VWO.US Exposure
0.016767397150840822
QQQ.US Exposure
0.02673190079383287
VTV.US Exposure
0.012778047340858112
IJR.US Exposure
0.00013984184004260617
QUAL.US Exposure
0.0009429333410919822
SHV.US Exposure
0.12866307501482277
TLT.US Exposure
0.0262388917578061
LQD.US Exposure
0.06509647702370178
HYG.US Exposure
0.05380703889190603
GLD.US Exposure
-0.00881686977536118
USO.US Exposure
-0.000038890697853010725
VNQ.US Exposure
0.007809913199648346
BTC-USD.CC Exposure
0.02216226548660559
CPER.US Exposure
0.034822922040116396
VIX.INDX Exposure
0.014979887909860472
UUP.US Exposure
0.08359410171259579
TIP.US Exposure
0.006214030307523091
Idiosyncratic Exposure
0.4785490786538378
Value Score
42
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
80.3%

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 →20.0x
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$238.0B
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 →
+5.2%
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 →
1.2% 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 Fundstrat Granny Shots US Large Cap ETF a high-risk investment?

Fundstrat Granny Shots US Large Cap ETF (GRNY.US) has an annualized volatility of 80.3% and experienced a maximum drawdown of 87.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GRNY.US has generated a Compound Annual Growth Rate (CAGR) of -24.3%. It has had a positive return in 60% 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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