Aptus Drawdown Managed Equity ETF

10-Year Study

ADME.US · · US · ETF

Executive Summary: Aptus Drawdown Managed Equity ETF has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 22.9% and an annualized volatility of 12.7%.

1Y CAGR
+13.8%
3Y CAGR
+15.1%
5Y CAGR
+7.1%
10Y CAGR
+8.3%

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 →
22.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +22.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.5-0.4-4.69.30.3———————5.5%
20252.4-1.5-5.6-0.85.34.01.41.33.21.4-0.0-0.810.3%
20241.84.72.7-3.84.43.91.23.11.3-0.94.8-2.622.1%
20232.6-2.32.91.3-0.95.12.6-1.4-4.6-1.87.93.815.4%
2022-3.9-3.52.1-6.6-1.9-7.86.3-3.6-5.64.41.9-5.0-21.8%
2021-1.70.91.96.20.12.62.11.8-4.56.2-0.94.320.2%
2020-0.4-2.1-5.77.55.50.64.84.9-4.4-1.85.63.318.2%
20190.30.22.82.1-5.37.21.22.0-2.4-0.1-0.52.09.3%
20188.9-2.8-1.12.54.8-0.5-1.18.31.7-15.9-0.4-8.0-6.0%
20172.41.4-1.20.04.5-1.42.80.32.04.21.6-0.217.6%
2016——————-0.3-2.91.1-3.44.31.1-0.3%

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 12.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 85.6% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-019973.20263027738
2016-08-019682.242384438878
2016-09-019785.621042219032
2016-10-019456.349882026709
2016-11-019866.013151386895
2016-12-019970.526947370128
2017-01-0110209.473539117673
2017-02-0110356.676639666593
2017-03-0110236.433071440733
2017-04-0110237.97361614491
2017-05-0110702.772169654512
2017-06-0110556.704207308669
2017-07-0110848.47526614937
2017-08-0110880.096973235062
2017-09-0111099.746215530313
2017-10-0111566.08531374409
2017-11-0111748.802023789252
2017-12-0111723.707361371247
2018-01-0112764.507471641817
2018-02-0112403.047035262258
2018-03-0112271.573706955965
2018-04-0112577.00696488369
2018-05-0113182.076167773428
2018-06-0113110.562460979625
2018-07-0112967.49450674191
2018-08-0114045.429852513116
2018-09-0114287.45753366901
2018-10-0112020.26221692491
2018-11-0111973.883713199224
2018-12-0111014.448687699156
2019-01-0111051.502841899573
2019-02-0111078.786699423514
2019-03-0111390.747002018927
2019-04-0111627.058451509329
2019-05-0111012.502736493883
2019-06-0111800.977840480651
2019-07-0111936.707937048479
2019-08-0112173.78965889097
2019-09-0111884.815904907851
2019-10-0111870.788839969837
2019-11-0111808.396779450755
2019-12-0112039.437944426876
2020-01-0111992.329708999214
2020-02-0111735.09928405212
2020-03-0111065.489366187476
2020-04-0111893.126738180375
2020-05-0112548.506887856454
2020-06-0112628.534131173328
2020-07-0113236.197935670098
2020-08-0113886.429422782225
2020-09-0113273.657496371612
2020-10-0113037.062262330439
2020-11-0113770.564244768231
2020-12-0114231.187111316516
2021-01-0113990.49727161425
2021-02-0114121.88951862032
2021-03-0114393.025386555099
2021-04-0115291.365652339602
2021-05-0115301.662977467508
2021-06-0115705.326230611434
2021-07-0116041.164976121558
2021-08-0116333.544144713906
2021-09-0115590.717812750847
2021-10-0116555.46366341531
2021-11-0116405.220014108145
2021-12-0117111.762464222877
2022-01-0116451.030948732292
2022-02-0115877.340209027592
2022-03-0116207.908670023433
2022-04-0115131.067921805196
2022-05-0114849.959053943392
2022-06-0113690.982948602563
2022-07-0114548.052832575224
2022-08-0114024.105470555325
2022-09-0113239.968216130314
2022-10-0113816.13193549172
2022-11-0114082.362384763202
2022-12-0113382.22535736583
2023-01-0113730.469541809574
2023-02-0113419.684918067345
2023-03-0113812.037329830622
2023-04-0113991.672950467435
2023-05-0113859.956378260484
2023-06-0114570.22856818532
2023-07-0114947.905264608826
2023-08-0114731.864140173355
2023-09-0114051.227165478826
2023-10-0113798.658915294367
2023-11-0114885.107797588644
2023-12-0115445.947151208517
2024-01-0115721.58303130549
2024-02-0116452.81473733713
2024-03-0116898.559185295097
2024-04-0116262.67908832186
2024-05-0116971.005327041425
2024-06-0117624.92601331355
2024-07-0117838.49415809232
2024-08-0118390.536190638355
2024-09-0118637.55037175776
2024-10-0118476.1985843205
2024-11-0119367.728020886545
2024-12-0118861.983410765977
2025-01-0119305.33596036746
2025-02-0119016.200043783905
2025-03-0117951.96743774983
2025-04-0117812.507601371894
2025-05-0118762.13178954538
2025-06-0119513.14733283063
2025-07-0119784.404822715736
2025-08-0120039.0406460558
2025-09-0120686.839694161336
2025-10-0120982.178330211704
2025-11-0120976.90804569742
2025-12-0120801.407571371816
2026-01-0121105.462447195805
2026-02-0121013.84057794751
2026-03-0120039.243349306347
2026-04-0121896.005124338175
2026-05-0121953.126900342977
Annual Return Matrix
YearAnnual Return
20170.1758362846071586
2018-0.060497814540223405
20190.09305860745190264
20200.18204746575434716
20210.20241286481404996
2022-0.21795166422247447
20230.15421364823353345
20240.22116068546111678
20250.10282185697920099
20260.05536737478074438
Total Factor Risk
0.1266417306832824
VTI.US Exposure
0.8558038145714866
VEA.US Exposure
-0.005494035706256936
VWO.US Exposure
-0.03468071418450932
QQQ.US Exposure
0.0917528072609787
VTV.US Exposure
0.05748260576881523
IJR.US Exposure
-0.07482314852494439
QUAL.US Exposure
-0.03763571921657098
SHV.US Exposure
0.1894143148366471
TLT.US Exposure
0.07029501376565059
LQD.US Exposure
-0.045933192084684334
HYG.US Exposure
0.00645877784136921
GLD.US Exposure
0.00022346994836981149
USO.US Exposure
-0.00005621152842445365
VNQ.US Exposure
-0.03878657162255025
BTC-USD.CC Exposure
-0.00890557741882261
CPER.US Exposure
0.0001430649452506479
VIX.INDX Exposure
-0.03241695818372089
UUP.US Exposure
0.007150450502868642
TIP.US Exposure
-0.029193320740266558
Idiosyncratic Exposure
0.02920112976931427
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
12.7%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
$29
Avg Yield on Cost
0.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$29.190.29%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+5.3%
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 →
+6.2%
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 →
0.0% 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 →
0.90
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
80
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.7%
50.0% retracement+10.3%
61.8% retracement+13.0%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Aptus Drawdown Managed Equity ETF a high-risk investment?

Aptus Drawdown Managed Equity ETF (ADME.US) has an annualized volatility of 12.7% and experienced a maximum drawdown of 22.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ADME.US has generated a Compound Annual Growth Rate (CAGR) of 8.3%. It has had a positive return in 80% 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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