Alpha Hpa Ltd

10-Year Study

A4N.AU · Basic Materials · AU · Common Stock

Executive Summary: Alpha Hpa Ltd has compounded at 52.8% annually over the last 10 years, with a maximum drawdown of 58.3% and an annualized volatility of 53.8%.

1Y CAGR
-31.5%
3Y CAGR
-13.7%
5Y CAGR
+1.0%
10Y CAGR
+52.8%

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 →
58.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
78.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +1078.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -20.7%
% 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.
2026-5.8-11.0-16.920.4————————-16.1%
20258.4-11.9-2.410.20.5-7.12.310.3-14.5-4.2-4.42.6-12.9%
2024-17.60.61.123.3-17.1-3.9-1.72.427.0-7.20.0-13.2-15.2%
2023-7.017.625.79.73.615.0-3.00.0-30.5-0.614.319.364.1%
202211.7-23.123.33.9-18.9-22.4-1.213.4-7.5-2.342.96.76.7%
202130.231.7-7.424.00.0-10.5-7.2-6.85.24.08.65.390.5%
202029.7-27.1-42.960.03.16.125.72.38.922.40.05.070.3%
2019-15.029.40.00.013.6-8.0-4.313.644.0-16.733.3-7.585.0%
2018-7.737.5-15.1-17.917.4-26.719.8-4.34.54.3-8.3-9.1-20.7%
201717.80.031.00.029.10.031.93.639.943.0150.0-13.31078.5%
2016———40.2-28.729.9-7.90.017.20.0-28.710.310.3%

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 53.8%. The dominant macroeconomic risk driver is QUAL.US, accounting for 23.6% of variance. Idiosyncratic stock-specific factors contribute 47.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0114020.61855670103
2016-05-0110000
2016-06-0112989.690721649486
2016-07-0111958.762886597939
2016-08-0111958.762886597939
2016-09-0114020.61855670103
2016-10-0114020.61855670103
2016-11-0110000
2016-12-0111030.927835051545
2017-01-0112989.690721649486
2017-02-0112989.690721649486
2017-03-0117010.309278350516
2017-04-0117010.309278350516
2017-05-0121958.762886597935
2017-06-0121958.762886597935
2017-07-0128969.07216494845
2017-08-0130000
2017-09-0141958.76288659794
2017-10-0160000
2017-11-01149999.99999999997
2017-12-01129999.99999999999
2018-01-01120000
2018-02-01164948.4536082474
2018-03-01140000
2018-04-01114948.45360824742
2018-05-01134948.4536082474
2018-06-0198969.07216494846
2018-07-01118556.70103092784
2018-08-01113402.06185567011
2018-09-01118556.70103092784
2018-10-01123711.34020618556
2018-11-01113402.06185567011
2018-12-01103092.78350515464
2019-01-0187628.86597938146
2019-02-01113402.06185567011
2019-03-01113402.06185567011
2019-04-01113402.06185567011
2019-05-01128865.9793814433
2019-06-01118556.70103092784
2019-07-01113402.06185567011
2019-08-01128865.9793814433
2019-09-01185567.01030927832
2019-10-01154639.17525773196
2019-11-01206185.56701030929
2019-12-01190721.6494845361
2020-01-01247422.68041237112
2020-02-01180412.37113402062
2020-03-01103092.78350515464
2020-04-01164948.4536082474
2020-05-01170103.09278350516
2020-06-01180412.37113402062
2020-07-01226804.12371134022
2020-08-01231958.76288659792
2020-09-01252577.31958762885
2020-10-01309278.3505154639
2020-11-01309278.3505154639
2020-12-01324742.2680412371
2021-01-01422680.41237113404
2021-02-01556701.030927835
2021-03-01515463.9175257732
2021-04-01639175.2577319588
2021-05-01639175.2577319588
2021-06-01572164.9484536083
2021-07-01530927.8350515465
2021-08-01494845.36082474224
2021-09-01520618.55670103093
2021-10-01541237.1134020619
2021-11-01587628.8659793814
2021-12-01618556.7010309278
2022-01-01690721.649484536
2022-02-01530927.8350515465
2022-03-01654639.1752577319
2022-04-01680412.3711340206
2022-05-01551546.3917525774
2022-06-01427835.05154639174
2022-07-01422680.41237113404
2022-08-01479381.44329896907
2022-09-01443298.9690721649
2022-10-01432989.69072164944
2022-11-01618556.7010309278
2022-12-01659793.8144329896
2023-01-01613402.0618556701
2023-02-01721649.4845360825
2023-03-01907216.4948453609
2023-04-01994845.3608247422
2023-05-011030927.8350515465
2023-06-011185567.0103092783
2023-07-011149484.5360824743
2023-08-011149484.5360824743
2023-09-01798969.0721649483
2023-10-01793814.4329896907
2023-11-01907216.4948453609
2023-12-011082474.2268041237
2024-01-01891752.5773195877
2024-02-01896907.2164948453
2024-03-01907216.4948453609
2024-04-011118556.7010309277
2024-05-01927835.0515463917
2024-06-01891752.5773195877
2024-07-01876288.6597938144
2024-08-01896907.2164948453
2024-09-011139175.2577319588
2024-10-011056701.030927835
2024-11-011056701.030927835
2024-12-01917525.7731958763
2025-01-01994845.3608247422
2025-02-01876288.6597938144
2025-03-01855670.1030927835
2025-04-01943298.969072165
2025-05-01948453.6082474227
2025-06-01881443.298969072
2025-07-01902061.8556701031
2025-08-01994845.3608247422
2025-09-01850515.4639175257
2025-10-01814432.9896907216
2025-11-01778350.5154639175
2025-12-01798969.0721649483
2026-01-01752577.3195876289
2026-02-01670103.0927835052
2026-03-01556701.030927835
2026-04-01670103.0927835052
Annual Return Matrix
YearAnnual Return
201710.785046728971963
2018-0.20697858842188732
20190.8499999999999999
20200.7027027027027026
20210.9047619047619047
20220.06666666666666665
20230.640625
2024-0.1523809523809524
2025-0.1292134831460674
2026-0.16129032258064513
Total Factor Risk
0.5382462907020185
VTI.US Exposure
-0.09167694256546438
VEA.US Exposure
-0.055060185443001945
VWO.US Exposure
0.11044544863622556
QQQ.US Exposure
-0.03375662566363616
VTV.US Exposure
0.08712735178463658
IJR.US Exposure
-0.0392939476833151
QUAL.US Exposure
0.23600289109326092
SHV.US Exposure
0.005983389418513612
TLT.US Exposure
0.0390479179704477
LQD.US Exposure
-0.01671990576965487
HYG.US Exposure
0.15314698448791642
GLD.US Exposure
-0.0014125399911064406
USO.US Exposure
0.0093087334860195
VNQ.US Exposure
0.05903529744419407
BTC-USD.CC Exposure
-0.0006078156865553821
CPER.US Exposure
0.027046871083287398
VIX.INDX Exposure
0.024411756439987147
UUP.US Exposure
0.0036308700466756326
TIP.US Exposure
0.009826762378480913
Idiosyncratic Exposure
0.47351368853308873
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
53.8%

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$820.3M
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 →
+7.3%
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 →
-16.3%
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 →
36.3% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alpha Hpa Ltd a high-risk investment?

Alpha Hpa Ltd (A4N.AU) has an annualized volatility of 53.8% and experienced a maximum drawdown of 58.3% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of A4N.AU?

Over the past 10 years, A4N.AU has generated a Compound Annual Growth Rate (CAGR) of 52.8%. 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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