Gantos Inc

10-Year Study

GTOS.US · · US · ETF

Executive Summary: Gantos Inc has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 0.9% and an annualized volatility of 4.1%.

1Y CAGR
+4.7%
3Y CAGR
+5.5%
5Y CAGR
+5.2%
10Y CAGR
+5.2%

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 →
0.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% 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.
20260.40.4-0.90.5————————0.3%
20250.40.90.20.50.10.80.20.90.60.50.40.66.2%
20240.4-0.10.5-0.10.80.51.21.00.8-0.50.40.25.4%
20231.3-0.70.30.6-0.3-0.00.60.4-0.20.21.51.65.6%

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 4.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.7% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0110133.232139191963
2023-02-0110067.334805313703
2023-03-0110096.106779057574
2023-04-0110156.979275521611
2023-05-0110130.957796055087
2023-06-0110130.175032437795
2023-07-0110195.589902565769
2023-08-0110237.909638778037
2023-09-0110213.80268368883
2023-10-0110238.130580121628
2023-11-0110393.42168341793
2023-12-0110559.570475599237
2024-01-0110605.408139082307
2024-02-0110594.444939433213
2024-03-0110645.444514143674
2024-04-0110631.427814946024
2024-05-0110715.511777706677
2024-06-0110773.525563725076
2024-07-0110902.948493793261
2024-08-0111015.023470283299
2024-09-0111100.137290245502
2024-10-0111050.158554722571
2024-11-0111098.160541571422
2024-12-0111124.529214577871
2025-01-0111172.47438793837
2025-02-0111268.747098453989
2025-03-0111289.949351226034
2025-04-0111351.383669963772
2025-05-0111363.800573473549
2025-06-0111458.078499287036
2025-07-0111479.682955484559
2025-08-0111580.173391159244
2025-09-0111645.852489098123
2025-10-0111707.615965347739
2025-11-0111748.700233638707
2025-12-0111818.041547072771
2026-01-0111868.904047970063
2026-02-0111914.65207239373
2026-03-0111802.313924282591
2026-04-0111857.91563395376
Annual Return Matrix
YearAnnual Return
20230.05595704755992381
20240.05350205676302133
20250.06234082531655383
20260.00337400124395959
Total Factor Risk
0.04110496948555259
VTI.US Exposure
0.18947886686594537
VEA.US Exposure
0.02936617064511902
VWO.US Exposure
-0.008492791913345676
QQQ.US Exposure
-0.05257432829592575
VTV.US Exposure
-0.03682077519286191
IJR.US Exposure
0.00012676298693095836
QUAL.US Exposure
0.02678403916936982
SHV.US Exposure
0.6473254651703564
TLT.US Exposure
-0.031249330368776817
LQD.US Exposure
0.12960155638673343
HYG.US Exposure
0.006851256147929111
GLD.US Exposure
0.006181306049323783
USO.US Exposure
0.004334960101945332
VNQ.US Exposure
0.022086751918501735
BTC-USD.CC Exposure
-0.0033685736408788696
CPER.US Exposure
0.0008920382559611657
VIX.INDX Exposure
-0.00694085314476053
UUP.US Exposure
-0.006632604025680049
TIP.US Exposure
0.07025366144555854
Idiosyncratic Exposure
0.012796421438554955
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
4.1%

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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.270.82%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 →
-0.6%
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 →
+1.1%
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 →
18.8% 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 Gantos Inc a high-risk investment?

Gantos Inc (GTOS.US) has an annualized volatility of 4.1% and experienced a maximum drawdown of 0.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GTOS.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. 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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