Acadian Asset Management Inc

10-Year Study

AAMI.US · Financial Services · US · Common Stock

Executive Summary: Acadian Asset Management Inc has compounded at 17.5% annually over the last 10 years, with a maximum drawdown of 61.5% and an annualized volatility of 45.4%.

1Y CAGR
+137.1%
3Y CAGR
+47.4%
5Y CAGR
+25.1%
10Y CAGR
+17.5%

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 →
61.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +90.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.4%
% 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.
202617.9-2.81.022.0————————41.3%
2025-5.4-1.04.94.211.817.118.622.0-5.5-0.1-6.84.878.6%
202415.42.40.8-2.6-0.30.018.1-6.94.23.918.2-15.537.7%
202313.96.9-5.9-4.2-4.8-2.51.6-2.7-6.3-19.211.49.9-6.7%
2022-15.710.61.6-17.41.7-11.65.0-9.6-12.726.28.21.1-19.4%
2021-4.9-1.312.710.5-1.15.36.78.8-3.914.70.2-14.733.0%
2020-9.92.5-31.716.012.749.47.93.1-6.97.028.39.090.9%
201915.814.4-3.58.1-26.77.2-6.2-15.010.1-0.9-1.97.2-0.8%
20186.8-14.33.4-3.72.2-7.5-0.1-10.9-1.5-8.115.5-18.2-34.4%
2017-2.85.72.02.9-10.37.11.4-6.26.32.47.32.718.3%
2016———0.513.1-11.64.9-3.63.71.24.5-0.810.5%

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 45.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 77.7% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110052.420519617337
2016-05-0111370.749859815465
2016-06-0110056.243734176138
2016-07-0110545.870078673259
2016-08-0110169.240964469593
2016-09-0110543.661110261506
2016-10-0110664.984452260793
2016-11-0111142.546430816808
2016-12-0111051.80880528793
2017-01-0110746.971164466193
2017-02-0111364.292875227267
2017-03-0111585.954359314199
2017-04-0111923.161883400451
2017-05-0110697.099454554722
2017-06-0111457.919151756128
2017-07-0111619.768568078707
2017-08-0110894.97204805356
2017-09-0111579.157533431886
2017-10-0111858.592037518478
2017-11-0112727.736147219248
2017-12-0113071.995378158399
2018-01-0113961.699886153165
2018-02-0111963.77291804727
2018-03-0112369.11862160371
2018-04-0111906.08485837114
2018-05-0112172.945234575453
2018-06-0111262.085606021985
2018-07-0111254.184295933797
2018-08-0110022.174644441047
2018-09-019872.049752765459
2018-10-019075.886560976023
2018-11-0110485.038487026559
2018-12-018576.574739596608
2019-01-019933.730947647447
2019-02-0111363.188391021393
2019-03-0110969.1424104943
2019-04-0111858.931878812593
2019-05-018687.957723743011
2019-06-019314.285228798151
2019-07-018734.685901683913
2019-08-017420.434657015174
2019-09-018169.614789893119
2019-10-018095.4444274523785
2019-11-017938.862551188595
2019-12-018507.756877538188
2020-01-017666.989515896076
2020-02-017859.339688365533
2020-03-015371.276613821346
2020-04-016228.611238551595
2020-05-017018.742247370477
2020-06-0110484.273844114798
2020-07-0111308.898744286418
2020-08-0111662.24872984316
2020-09-0110862.772085436101
2020-10-0111620.703131637525
2020-11-0114904.759477324087
2020-12-0116243.649215816211
2021-01-0115443.238007850332
2021-02-0115249.443509880883
2021-03-0117178.892457222475
2021-04-0118974.274014035447
2021-05-0118771.983483713106
2021-06-0119758.627720854358
2021-07-0121074.238330699565
2021-08-0122929.516915600412
2021-09-0122043.805542811508
2021-10-0125291.75375099828
2021-11-0125333.89407146862
2021-12-0121604.64563049056
2022-01-0118212.009991334045
2022-02-0120144.602470646205
2022-03-0120474.163565614857
2022-04-0116919.678510135764
2022-05-0117215.170515369322
2022-06-0115213.080491410508
2022-07-0115973.305466347214
2022-08-0114435.948412091551
2022-09-0112601.90990807293
2022-10-0115906.611612377019
2022-11-0117208.20376883995
2022-12-0117403.1877113388
2023-01-0119830.1643132657
2023-02-0121200.14953016941
2023-03-0119948.93884555912
2023-04-0119102.988904181744
2023-05-0118180.829552598938
2023-06-0117731.814242748635
2023-07-0118011.078826188168
2023-08-0117528.674109191004
2023-09-0116419.51708552106
2023-10-0113260.947137686699
2023-11-0114776.724269766017
2023-12-0116233.114135698628
2024-01-0118740.972965625053
2024-02-0119198.484307828243
2024-03-0119359.56908123906
2024-04-0118850.996584594992
2024-05-0118791.694278771814
2024-06-0118800.020390477646
2024-07-0122208.96841175171
2024-08-0120682.571239231278
2024-09-0121548.147015343835
2024-10-0122387.97981342713
2024-11-0126451.63208781499
2024-12-0122352.976160133214
2025-01-0121147.898931199128
2025-02-0120927.256970994542
2025-03-0121954.76712375321
2025-04-0122871.74389560075
2025-05-0125563.032064026098
2025-06-0129927.69876467689
2025-07-0135490.39098740888
2025-08-0143286.5201950689
2025-09-0140908.56569981818
2025-10-0140857.58950570083
2025-11-0138088.477680923
2025-12-0139931.352058588636
2026-01-0147085.011299723024
2026-02-0145759.630252671996
2026-03-0146235.408064433905
2026-04-0156422.15085555045
Annual Return Matrix
YearAnnual Return
20170.1827923924908903
2018-0.3438970492655661
2019-0.008023933114078452
20200.9092752002236912
20210.3300364556909059
2022-0.1944701149470489
2023-0.06723329053549365
20240.376998644454563
20250.7863997962744063
20260.41297872340425523
Total Factor Risk
0.45380609175818243
VTI.US Exposure
0.7768050124114342
VEA.US Exposure
0.15384352619345895
VWO.US Exposure
-0.0307815743147846
QQQ.US Exposure
-0.1513381852859049
VTV.US Exposure
-0.10589625779427693
IJR.US Exposure
0.19950968940113933
QUAL.US Exposure
-0.011187159847794155
SHV.US Exposure
0.018996132240461563
TLT.US Exposure
0.014552089653176536
LQD.US Exposure
0.0018471231476537753
HYG.US Exposure
0.014404388977797335
GLD.US Exposure
-0.004644205193646283
USO.US Exposure
-0.000538258346502251
VNQ.US Exposure
-0.034262964529909755
BTC-USD.CC Exposure
0.015119259613660441
CPER.US Exposure
-0.0022360717814447597
VIX.INDX Exposure
-0.012414077324560511
UUP.US Exposure
0.006215985619911182
TIP.US Exposure
0.010620972760211157
Idiosyncratic Exposure
0.1413845743999197
Value Score
40
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.4%

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 →25.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.23%
Market Cap$2.0B
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
$85
Avg Yield on Cost
0.85%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$84.960.85%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 →
+22.4%
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 →
+37.2%
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 →
0.4% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acadian Asset Management Inc a high-risk investment?

Acadian Asset Management Inc (AAMI.US) has an annualized volatility of 45.4% and experienced a maximum drawdown of 61.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AAMI.US has generated a Compound Annual Growth Rate (CAGR) of 17.5%. 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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