Grizzle Growth ETF

10-Year Study

GRZZ.US · · US · ETF

Executive Summary: Grizzle Growth ETF has compounded at 18.9% annually over the last 10 years, with a maximum drawdown of 20.6% and an annualized volatility of 33.6%.

1Y CAGR
+67.1%
3Y CAGR
+32.0%
5Y CAGR
+18.9%
10Y CAGR
+18.9%

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 →
20.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +40.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.31.5-2.63.8————————13.3%
20253.1-6.1-8.0-2.113.712.34.6-0.711.08.3-0.61.540.2%
2024-1.410.03.0-4.29.14.0-4.6-1.54.02.03.8-0.824.6%
20237.0-2.95.01.35.97.05.6-6.1-1.3-3.67.44.933.3%
2022-8.81.09.6-7.95.2-16.312.9-0.5-11.72.75.1-8.5-19.9%

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 33.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.8% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-019123.078638046993
2022-02-019210.399197394006
2022-03-0110094.669523679766
2022-04-019292.311249282651
2022-05-019777.260322611277
2022-06-018182.039626606553
2022-07-019239.010614711966
2022-08-019188.641308611088
2022-09-018117.302682371982
2022-10-018334.468707036427
2022-11-018757.57087828381
2022-12-018014.210750131085
2023-01-018578.264405827977
2023-02-018329.473062742816
2023-03-018750.015482368679
2023-04-018867.640198009174
2023-05-019392.058989888981
2023-06-0110050.90602821507
2023-07-0110617.106572368719
2023-08-019970.769287934902
2023-09-019836.795190969857
2023-10-019483.1778903518
2023-11-0110180.999211431355
2023-12-0110680.15077762777
2024-01-0110531.478751997225
2024-02-0111583.660527391407
2024-03-0111936.039238515179
2024-04-0111432.304891189913
2024-05-0112466.981268398216
2024-06-0112968.444868317294
2024-07-0112374.169628959873
2024-08-0112188.216059551381
2024-09-0112676.922187679336
2024-10-0112929.75958977916
2024-11-0113416.649119982165
2024-12-0113310.295568739652
2025-01-0113721.135703993625
2025-02-0112884.09692375656
2025-03-0111854.952912956058
2025-04-0111602.693519286904
2025-05-0113194.446164707631
2025-06-0114814.97537271222
2025-07-0115500.617230431317
2025-08-0115393.561811808711
2025-09-0117081.016138821113
2025-10-0118494.411897064954
2025-11-0118377.65419407046
2025-12-0118659.84616718481
2026-01-0120583.829801288957
2026-02-0120896.697507545075
2026-03-0120359.603816507093
2026-04-0121135.53884835949
Annual Return Matrix
YearAnnual Return
2022-0.19857892498689156
20230.3326515998413295
20240.2462647621624754
20250.40191072924098137
20260.13267487089622576
Total Factor Risk
0.3358743532928273
VTI.US Exposure
0.37407556114630114
VEA.US Exposure
0.045758227872972054
VWO.US Exposure
-0.004963662952116551
QQQ.US Exposure
-0.03161479720302736
VTV.US Exposure
-0.058490947269066534
IJR.US Exposure
-0.006369219246639825
QUAL.US Exposure
0.04746644403084351
SHV.US Exposure
0.5976232374975803
TLT.US Exposure
-0.005944681554816771
LQD.US Exposure
0.018088677088959608
HYG.US Exposure
-0.013524509326168586
GLD.US Exposure
0.0010713236605311553
USO.US Exposure
0.00568954169133899
VNQ.US Exposure
-0.026670956028971095
BTC-USD.CC Exposure
0.0123397575634854
CPER.US Exposure
0.012371765775230045
VIX.INDX Exposure
-0.032436842794307995
UUP.US Exposure
0.0011645770380521354
TIP.US Exposure
0.009460169632800783
Idiosyncratic Exposure
0.05490633337701961
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
33.6%

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 →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
$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 →
+2.9%
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 →
+18.6%
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 →
1.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grizzle Growth ETF a high-risk investment?

Grizzle Growth ETF (GRZZ.US) has an annualized volatility of 33.6% and experienced a maximum drawdown of 20.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GRZZ.US has generated a Compound Annual Growth Rate (CAGR) of 18.9%. It has had a positive return in 80% 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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