ALPS Clean Energy

10-Year Study

ACES.US · · US · ETF

Executive Summary: ALPS Clean Energy has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 74.2% and an annualized volatility of 51.9%.

1Y CAGR
+48.6%
3Y CAGR
-6.5%
5Y CAGR
-12.3%
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 →
74.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +140.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.3-7.92.83.5————————7.0%
2025-1.2-7.3-3.9-1.07.16.35.48.48.710.1-5.0-2.625.4%
2024-16.3-0.2-1.1-9.517.8-10.76.7-3.92.2-5.51.3-7.1-26.7%
202316.2-8.6-3.7-8.52.24.36.8-13.6-12.0-19.36.015.3-20.0%
2022-16.76.111.8-20.96.2-8.422.56.0-11.9-1.52.1-18.2-28.4%
202114.3-11.4-3.8-6.7-5.09.9-4.8-2.3-6.119.8-6.6-13.2-19.4%
20207.82.1-22.317.37.38.515.618.73.5-0.427.214.3140.3%
201912.56.6-0.55.2-4.99.94.2-0.81.70.83.74.750.8%
2018——————0.73.4-1.9-5.74.1-9.8-9.6%

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 51.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.5% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110066.34287574309
2018-08-0110408.550478833668
2018-09-0110206.266810573743
2018-10-019627.126484041732
2018-11-0110019.830052594609
2018-12-019036.636343389697
2019-01-0110168.833838721283
2019-02-0110840.700005139537
2019-03-0110782.494731973069
2019-04-0111344.803070017644
2019-05-0110790.932140960407
2019-06-0111854.516797724897
2019-07-0112347.869661304414
2019-08-0112245.678504736941
2019-09-0112450.403453769852
2019-10-0112555.378527008274
2019-11-0113014.767607202204
2019-12-0113630.612804303506
2020-01-0114697.58099056038
2020-02-0115003.383529492385
2020-03-0111664.525192304398
2020-04-0113684.278151821967
2020-05-0114683.233112333179
2020-06-0115934.153946308954
2020-07-0118415.95141422967
2020-08-0121867.665450309225
2020-09-0122630.75842456014
2020-10-0122540.94498980658
2020-11-0128661.02174024772
2020-12-0132758.17614911514
2021-01-0137446.07767555807
2021-02-0133162.786315122234
2021-03-0131911.437186274004
2021-04-0129776.64422401535
2021-05-0128288.019735827722
2021-06-0131083.371879871855
2021-07-0129603.398948107795
2021-08-0128910.5463329393
2021-09-0127160.276507169656
2021-10-0132527.410871837037
2021-11-0130396.17275701975
2021-12-0126391.872676500316
2022-01-0121981.591886381935
2022-02-0123318.64281920817
2022-03-0126076.9046272978
2022-04-0120636.660327902555
2022-05-0121921.544945263915
2022-06-0120075.16575011564
2022-07-0124592.26328142399
2022-08-0126058.059652909833
2022-09-0122969.925134056295
2022-10-0122618.123725822752
2022-11-0123094.087817580643
2022-12-0118887.20426239057
2023-01-0121955.5087286495
2023-02-0120074.69462575594
2023-03-0119328.861934864915
2023-04-0117678.299155402514
2023-05-0118073.272686779394
2023-06-0118845.2313648901
2023-07-0120117.39562453958
2023-08-0117389.49992290692
2023-09-0115306.059515855475
2023-10-0112359.519281835159
2023-11-0113096.143632968427
2023-12-0115102.448133490945
2024-01-0112641.465796371485
2024-02-0112620.436518134004
2024-03-0112485.82343972178
2024-04-0111295.292182761987
2024-05-0113301.93931918247
2024-06-0111880.086001610389
2024-07-0112681.682684894895
2024-08-0112183.832725154612
2024-09-0112448.433297356563
2024-10-0111762.733206558049
2024-11-0111915.120522177107
2024-12-0111069.109660619142
2025-01-0110941.60627708965
2025-02-0110142.450874578128
2025-03-019746.963389354301
2025-04-019649.183669973103
2025-05-0110333.855853077726
2025-06-0110982.29428997276
2025-07-0111573.983656267666
2025-08-0112544.49983724795
2025-09-0113641.14885816587
2025-10-0115012.12074489044
2025-11-0114256.137465522263
2025-12-0113885.319764951773
2026-01-0115170.204382313135
2026-02-0113966.695790717993
2026-03-0114352.1611759264
2026-04-0114859.690599784139
Annual Return Matrix
YearAnnual Return
20190.5083723950310677
20201.403279780551951
2021-0.19434242747933905
2022-0.2843552826318386
2023-0.20038731388298037
2024-0.2670652093767193
20250.25442065267019043
20260.07017273288093762
Total Factor Risk
0.5186087244869201
VTI.US Exposure
0.15864279028281308
VEA.US Exposure
0.006526788333040291
VWO.US Exposure
-0.007805225426737669
QQQ.US Exposure
0.032350103979037516
VTV.US Exposure
-0.05787782743291824
IJR.US Exposure
0.17975720610451162
QUAL.US Exposure
-0.05819802579097955
SHV.US Exposure
0.5846203077065762
TLT.US Exposure
-0.01606928320080617
LQD.US Exposure
0.05561272798238359
HYG.US Exposure
-0.016405554273703944
GLD.US Exposure
-0.002501720822579652
USO.US Exposure
0.0002506576299092557
VNQ.US Exposure
0.009249032260942137
BTC-USD.CC Exposure
-0.000591547267822715
CPER.US Exposure
0.01051610918849744
VIX.INDX Exposure
-0.02127304849266324
UUP.US Exposure
0.009953973884824004
TIP.US Exposure
0.01685953108388398
Idiosyncratic Exposure
0.11638300427179199
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
51.9%

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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.280.04%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 →
+2.0%
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 →
+7.2%
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 →
6.8% 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 →
1.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALPS Clean Energy a high-risk investment?

ALPS Clean Energy (ACES.US) has an annualized volatility of 51.9% and experienced a maximum drawdown of 74.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACES.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. It has had a positive return in 50% 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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