Alaris Equity Partners Income Trust

10-Year Study

AD-UN.TO · Financial Services · CA · Common Stock

Executive Summary: Alaris Equity Partners Income Trust has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 61.6% and an annualized volatility of 34.4%.

1Y CAGR
+30.2%
3Y CAGR
+22.2%
5Y CAGR
+14.6%
10Y CAGR
+5.4%

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 →
61.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +40.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -23.7%
% 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.
20264.93.6-7.98.5————————8.7%
20253.8-2.10.70.7-4.45.2-2.2-0.33.03.72.84.115.4%
20242.3-2.77.6-8.70.92.62.82.57.92.29.0-0.627.2%
202311.3-0.4-3.93.6-10.80.14.0-3.2-7.6-8.521.19.210.8%
2022-5.13.211.6-8.33.1-11.78.2-3.4-12.26.58.4-4.3-7.6%
20215.9-3.95.47.0-2.74.45.04.9-3.34.6-2.25.433.8%
20200.3-8.5-57.722.9-4.036.22.5-10.2-5.812.219.25.5-23.7%
201911.55.28.0-13.31.24.08.6-4.12.60.113.40.040.2%
2018-7.40.6-13.04.7-7.22.617.02.78.2-4.5-2.2-8.2-10.0%
2017-7.70.62.2-1.8-7.716.2-1.5-7.2-0.50.0-8.712.4-6.8%
2016———7.7-2.4-1.2-18.5-0.5-2.1-11.414.68.1-9.5%

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 34.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.9% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110765.322299375375
2016-05-0110505.326738323978
2016-06-0110379.530105583563
2016-07-018456.038555439298
2016-08-018411.411268588095
2016-09-018238.450806937442
2016-10-017302.387520213069
2016-11-018371.222930340215
2016-12-019048.400393164018
2017-01-018349.265988141666
2017-02-018395.24081296173
2017-03-018581.280319604299
2017-04-018424.80738133739
2017-05-017772.995339103966
2017-06-019033.736009385204
2017-07-018896.128602682395
2017-08-018258.346808713022
2017-09-018220.140143948762
2017-10-018221.408414978281
2017-11-017504.042613906591
2017-12-018430.910935666952
2018-01-017807.872792415738
2018-02-017858.445099717809
2018-03-016834.15770950252
2018-04-017156.377817939693
2018-05-016637.892767684454
2018-06-016813.469038333491
2018-07-017968.546878467928
2018-08-018186.055360030437
2018-09-018860.379213037826
2018-10-018461.666508132786
2018-11-018271.584387583625
2018-12-017590.681378610609
2019-01-018465.392054282
2019-02-018903.976029677542
2019-03-019616.18947969181
2019-04-018333.808934969404
2019-05-018437.173023875202
2019-06-018772.47217730429
2019-07-019529.233647230412
2019-08-019138.447636259869
2019-09-019372.760708963504
2019-10-019385.839753955419
2019-11-0110640.239069089064
2019-12-0110643.251212784171
2020-01-0110670.836107676208
2020-02-019758.711436634008
2020-03-014129.49047211389
2020-04-015075.4621262563805
2020-05-014870.240020292336
2020-06-016634.325755413931
2020-07-016803.4021370366845
2020-08-016111.7980912521
2020-09-015758.505342591712
2020-10-016458.590950886204
2020-11-017695.551539363961
2020-12-018118.044326072482
2021-01-018596.182504201148
2021-02-018263.102825073718
2021-03-018709.058625828338
2021-04-019317.036050604012
2021-05-019065.046450426455
2021-06-019459.558007546211
2021-07-019933.89137258632
2021-08-0110419.401376074067
2021-09-0110073.163385015378
2021-10-0110533.387234852087
2021-11-0110300.421700117315
2021-12-0110861.393829861441
2022-01-0110306.525254446875
2022-02-0110635.958654364436
2022-03-0111872.285107327436
2022-04-0110885.411712482957
2022-05-0111226.1010177875
2022-06-019909.873489964804
2022-07-0110718.713339040552
2022-08-0110353.292748660388
2022-09-019086.210723231554
2022-10-019673.97507847427
2022-11-0110482.180792035258
2022-12-0110033.292114524875
2023-01-0111171.723897396872
2023-02-0111127.968546878468
2023-03-0110697.628333174798
2023-04-0111080.646184089539
2023-05-019880.623989346523
2023-06-019889.343352674467
2023-07-0110287.501189004091
2023-08-019954.580043755348
2023-09-019194.885697073463
2023-10-018412.441738799582
2023-11-0110184.533434795016
2023-12-0111118.932115793144
2024-01-0111371.476584546117
2024-02-0111064.396461523827
2024-03-0111908.589365547417
2024-04-0110870.985129522178
2024-05-0110968.483464916451
2024-06-0111248.533561622118
2024-07-0111561.558705095278
2024-08-0111846.20628428295
2024-09-0112779.733028948285
2024-10-0113055.344177050634
2024-11-0114230.318018960652
2024-12-0114138.685437077902
2025-01-0114670.249532325057
2025-02-0114360.157265607659
2025-03-0114458.36900345604
2025-04-0114563.556231966772
2025-05-0113917.292875487492
2025-06-0114634.3416088018
2025-07-0114312.993436697421
2025-08-0114274.786771933163
2025-09-0114701.797774184342
2025-10-0115246.91651605948
2025-11-0115667.348362345032
2025-12-0116313.13611718824
2026-01-0117113.732204572116
2026-02-0117732.014331462633
2026-03-0116336.916198991725
2026-04-0117732.014331462633
Annual Return Matrix
YearAnnual Return
2017-0.06824294136713649
2018-0.09966058987786885
20190.4021470118315389
2020-0.2372589762495252
20210.3379323139414532
2022-0.07624267458747791
20230.10820376690683853
20240.27158663168700814
20250.15379440258342303
20260.08697764820213805
Total Factor Risk
0.34395487709977546
VTI.US Exposure
0.2807498913252936
VEA.US Exposure
0.031674774247208166
VWO.US Exposure
-0.018368391857963972
QQQ.US Exposure
-0.06530413750550738
VTV.US Exposure
-0.030084824185580738
IJR.US Exposure
0.006100838510082923
QUAL.US Exposure
-0.017062381593255137
SHV.US Exposure
0.5994720302186727
TLT.US Exposure
-0.01859819135705575
LQD.US Exposure
0.09885800562806439
HYG.US Exposure
-0.018110345035870706
GLD.US Exposure
0.015292773110703727
USO.US Exposure
-0.00020325144583145863
VNQ.US Exposure
0.030591651457604657
BTC-USD.CC Exposure
0.010641227333318263
CPER.US Exposure
0.019184805820654415
VIX.INDX Exposure
-0.01063104864188033
UUP.US Exposure
-0.006821531397844934
TIP.US Exposure
0.014498210029745764
Idiosyncratic Exposure
0.07811989533944193
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
79.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.4%

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 →12.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.61%
Market Cap$962.1M
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
$587
Avg Yield on Cost
2.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$293.292.93%Solid
2026$293.292.93%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 →
+3.6%
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 →
+13.2%
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 →
1.7% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alaris Equity Partners Income Trust a high-risk investment?

Alaris Equity Partners Income Trust (AD-UN.TO) has an annualized volatility of 34.4% and experienced a maximum drawdown of 61.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AD-UN.TO?

Over the past 10 years, AD-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 5.4%. 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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