Antelope Enterprise Holdings Ltd

10-Year Study

AEHL.US · Industrials · US · Common Stock

Executive Summary: Antelope Enterprise Holdings Ltd has compounded at -51.0% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 137.6%.

1Y CAGR
-22.1%
3Y CAGR
-82.6%
5Y CAGR
-72.6%
10Y CAGR
-51.0%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
141.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +21.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -91.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-49.2-33.6100.8-57.5313.7———————19.2%
2025-47.8-8.3-9.1-35.3-18.125.030.9-0.35.8-41.845.1-42.7-80.8%
2024-37.8-4.30.622.6-22.188.548.4-43.5-67.5-56.6-27.3-4.2-91.1%
202359.3-5.314.66.914.7-31.2-27.9-38.7-18.4-23.915.3-4.8-56.1%
2022-28.90.021.2-17.5-28.330.9-5.7-11.0-29.2-11.1-8.915.7-62.9%
202112.514.7-2.8-12.5-2.915.21.32.9-11.710.4-22.7-33.5-35.9%
2020-1.5-23.9-19.680.5-12.213.8-4.1-12.717.2-9.622.82.521.6%
201932.7-15.3-5.2-27.6-24.60.0-3.4-12.88.0-9.96.8-12.8-55.6%
2018-9.2-19.8-16.16.80.05.1-4.3-7.6-6.265.4-45.324.4-36.0%
2017-2.6-2.34.6-26.0-15.5-2.85.115.9-17.3-2.241.224.54.8%
2016————-7.9-25.491.4-29.510.3-26.73.5-3.4-25.0%

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 137.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 11.6% of variance. Idiosyncratic stock-specific factors contribute 53.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019210.526315789473
2016-06-016875
2016-07-0113157.894736842107
2016-08-019276.315789473685
2016-09-0110230.263157894737
2016-10-017500
2016-11-017763.157894736842
2016-12-017500
2017-01-017302.631578947368
2017-02-017138.157894736842
2017-03-017467.105263157895
2017-04-015526.315789473685
2017-05-014671.0526315789475
2017-06-014539.473684210527
2017-07-014769.736842105263
2017-08-015526.315789473685
2017-09-014572.368421052632
2017-10-014473.684210526316
2017-11-016315.78947368421
2017-12-017861.842105263158
2018-01-017138.157894736842
2018-02-015723.684210526315
2018-03-014802.631578947368
2018-04-015131.578947368422
2018-05-015131.578947368422
2018-06-015394.736842105263
2018-07-015164.473684210527
2018-08-014769.736842105263
2018-09-014473.684210526316
2018-10-017401.315789473685
2018-11-014046.0526315789475
2018-12-015032.894736842105
2019-01-016677.631578947368
2019-02-015657.894736842105
2019-03-015361.842105263158
2019-04-013881.578947368421
2019-05-012927.6315789473683
2019-06-012927.6315789473683
2019-07-012828.9473684210525
2019-08-012467.1052631578946
2019-09-012664.4736842105267
2019-10-012401.315789473684
2019-11-012565.789473684211
2019-12-012236.842105263158
2020-01-012203.9473684210525
2020-02-011677.6315789473683
2020-03-011348.6842105263158
2020-04-012434.2105263157896
2020-05-012138.157894736842
2020-06-012434.2105263157896
2020-07-012335.5263157894738
2020-08-012039.4736842105262
2020-09-012390.3508771929824
2020-10-012160.0877192982457
2020-11-012653.5087719298244
2020-12-012719.2982456140353
2021-01-013059.210526315789
2021-02-013508.771929824561
2021-03-013410.0877192982452
2021-04-012982.456140350877
2021-05-012894.7368421052633
2021-06-013333.333333333333
2021-07-013377.1929824561403
2021-08-013475.877192982456
2021-09-013070.1754385964914
2021-10-013388.1578947368425
2021-11-012620.6140350877195
2021-12-011743.4210526315787
2022-01-011239.0350877192982
2022-02-011239.0350877192982
2022-03-011502.1929824561403
2022-04-011239.0350877192982
2022-05-01888.1578947368421
2022-06-011162.280701754386
2022-07-011096.4912280701753
2022-08-01975.8771929824561
2022-09-01690.7894736842106
2022-10-01614.0350877192982
2022-11-01559.2105263157895
2022-12-01646.9298245614036
2023-01-011030.701754385965
2023-02-01975.8771929824561
2023-03-011118.421052631579
2023-04-011195.1754385964912
2023-05-011370.6140350877195
2023-06-01942.9824561403509
2023-07-01679.8245614035088
2023-08-01416.66666666666663
2023-09-01339.9122807017544
2023-10-01258.7719298245614
2023-11-01298.2456140350877
2023-12-01283.9912280701754
2024-01-01176.53508771929828
2024-02-01168.859649122807
2024-03-01169.9561403508772
2024-04-01208.33333333333331
2024-05-01162.28070175438597
2024-06-01305.9210526315789
2024-07-01453.9473684210526
2024-08-01256.57894736842104
2024-09-0183.33333333333333
2024-10-0136.18421052631579
2024-11-0126.31578947368421
2024-12-0125.21929824561403
2025-01-0113.157894736842104
2025-02-0112.06140350877193
2025-03-0110.964912280701753
2025-04-017.099780701754386
2025-05-015.811403508771931
2025-06-017.264254385964912
2025-07-019.512061403508772
2025-08-019.484649122807017
2025-09-0110.032894736842106
2025-10-015.838815789473684
2025-11-018.470394736842104
2025-12-014.8519736842105265
2026-01-012.4671052631578947
2026-02-011.6381578947368423
2026-03-013.289473684210526
2026-04-011.3980263157894737
2026-05-015.7839912280701755
Annual Return Matrix
YearAnnual Return
20170.04824561403508776
2018-0.35983263598326365
2019-0.5555555555555556
20200.21568627450980382
2021-0.3588709677419355
2022-0.628930817610063
2023-0.5610169491525424
2024-0.9111969111969112
2025-0.8076086956521739
20260.192090395480226
Total Factor Risk
1.3763839883499445
VTI.US Exposure
-0.009023553612412975
VEA.US Exposure
0.014038374720116717
VWO.US Exposure
0.03281968728246027
QQQ.US Exposure
0.018783818792772935
VTV.US Exposure
-0.006666994100149774
IJR.US Exposure
0.06751148685683665
QUAL.US Exposure
0.0353718391587022
SHV.US Exposure
0.03502815708446648
TLT.US Exposure
0.002334131674694948
LQD.US Exposure
0.11646625544150632
HYG.US Exposure
-0.0004640772371795768
GLD.US Exposure
0.025035841904810587
USO.US Exposure
0.012378951447564271
VNQ.US Exposure
0.026567299703739156
BTC-USD.CC Exposure
0.0042681038069160345
CPER.US Exposure
0.013871290934734992
VIX.INDX Exposure
0.020203888736796276
UUP.US Exposure
0.0012438747352761133
TIP.US Exposure
0.05268451573575012
Idiosyncratic Exposure
0.5375471069325981
Value Score
49.5
Growth Score
47.1
Profit Score
27.9
Health Score
44.9
Yield Score
0
Moat Score
0

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
137.6%

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 →Extreme
Market Cap$6.2M
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
1.0/ 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
2.25
Grey Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

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 →
+68.7%
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 →
+1.0%
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 →
51.3% 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 →
0.62
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
89
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-26.3%
50.0% retracement-12.4%
61.8% retracement+7.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Antelope Enterprise Holdings Ltd a high-risk investment?

Antelope Enterprise Holdings Ltd (AEHL.US) has an annualized volatility of 137.6% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, AEHL.US has generated a Compound Annual Growth Rate (CAGR) of -51.0%. It has had a positive return in 30% 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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