Allied Gaming & Entertainment Inc.

10-Year Study

AGAE.US · Communication Services · US · Common Stock

Executive Summary: Allied Gaming & Entertainment Inc. has compounded at -29.0% annually over the last 10 years, with a maximum drawdown of 97.3% and an annualized volatility of 91.5%.

1Y CAGR
-85.2%
3Y CAGR
-20.8%
5Y CAGR
-26.2%
10Y CAGR
-29.0%

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 →
97.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
91.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +33.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -74.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-26.015.7-18.590.9————————33.1%
202540.6-2.2-6.421.6142.7-14.0-35.5-29.9-21.5-30.5-35.7-4.6-50.6%
202411.3-19.56.3-15.8-19.485.420.5-17.07.9-13.9-14.4-21.5-25.2%
202316.214.8-13.9-17.03.01.9-7.25.7-11.8-6.97.716.51.0%
20227.6-2.2-4.2-9.0-2.5-6.511.9-6.3-22.0-0.919.8-24.5-38.6%
202117.712.437.8-6.3-14.1-0.9-13.91.5-11.9-2.36.9-7.68.2%
2020-0.5-6.4-35.210.541.2-13.9-4.3-13.9-27.6-23.87.353.4-39.2%
20190.11.00.50.20.8-0.60.5-67.053.8-31.2-31.96.1-74.1%
20180.10.30.00.50.30.30.5-0.30.30.01.10.84.0%
2017——————————0.40.50.9%

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 91.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.4% of variance. Idiosyncratic stock-specific factors contribute 45.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-0110041.8410041841
2017-12-0110094.142259414224
2018-01-0110104.60251046025
2018-02-0110134.937238493725
2018-03-0110135.983263598326
2018-04-0110188.284518828452
2018-05-0110219.560669456067
2018-06-0110251.046025104602
2018-07-0110303.347280334727
2018-08-0110273.012552301256
2018-09-0110303.347280334727
2018-10-0110303.347280334727
2018-11-0110418.410041841003
2018-12-0110502.092050209205
2019-01-0110512.552301255231
2019-02-0110617.468619246862
2019-03-0110674.999999999998
2019-04-0110700.83634125139
2019-05-0110786.611165960463
2019-06-0110721.757322175732
2019-07-0110774.058776919313
2019-08-013556.485455405263
2019-09-015470.711317022476
2019-10-013765.6902768123095
2019-11-012562.761556154514
2019-12-012719.665172209799
2020-01-012707.113032560468
2020-02-012533.4727315224363
2020-03-011642.2594690921417
2020-04-011814.8535714488648
2020-05-012562.761556154514
2020-06-012207.1128609788966
2020-07-012112.9706913457253
2020-08-011820.0836919840408
2020-09-011317.9916218234903
2020-10-011004.1840779731464
2020-11-011077.4058278135674
2020-12-011652.7197101624938
2021-01-011945.6067095241785
2021-02-012186.192378838192
2021-03-013012.552420963303
2021-04-012824.267832305142
2021-05-012426.7781728481145
2021-06-012405.85769070741
2021-07-012071.1297270643163
2021-08-012102.510450275373
2021-09-011851.464415195098
2021-10-011809.6234509136884
2021-11-011935.1464684538262
2021-12-011788.702968772984
2022-01-011924.6862273834738
2022-02-011882.8451384061548
2022-03-011804.3933303785122
2022-04-011642.2594690921417
2022-05-011600.4183801148224
2022-06-011495.8158447153896
2022-07-011673.6401923031985
2022-08-011569.0376569037655
2022-09-011223.8493274944096
2022-10-011213.3890864240573
2022-11-011453.9748804339802
2022-12-011098.3263099542721
2023-01-011276.150657542081
2023-02-011464.4351215043328
2023-03-011260.4602959365525
2023-04-011046.0251046025105
2023-05-011077.4058278135674
2023-06-011098.3263099542721
2023-07-011018.8284279412304
2023-08-011077.4058278135674
2023-09-01949.7907869985413
2023-10-01883.8912433161396
2023-11-01951.8828726213846
2023-12-011108.7865510246245
2024-01-011234.309568564762
2024-02-01993.723836902794
2024-03-011056.4853456728626
2024-04-01889.1213638513158
2024-05-01716.5271991466378
2024-06-011328.4518628938426
2024-07-011600.4183801148224
2024-08-011328.4518628938426
2024-09-011433.0543982932757
2024-10-011234.309568564762
2024-11-011056.4853456728626
2024-12-01829.4978899935799
2025-01-011166.3180016074718
2025-02-011140.1673989315912
2025-03-011066.945586743215
2025-04-011297.0711396827855
2025-05-013148.535554877884
2025-06-012709.204931139447
2025-07-011746.8618797956651
2025-08-011223.8493274944096
2025-09-01961.2971020542926
2025-10-01668.4100403446533
2025-11-01429.9163319575736
2025-12-01410.0418302803359
2026-01-01303.3472716060143
2026-02-01350.9414225941423
2026-03-01285.98326359832635
2026-04-01545.9205020920502
Annual Return Matrix
YearAnnual Return
20180.0404145077720206
2019-0.7410358660724533
2020-0.3923076535117682
20210.08227847575988556
2022-0.3859649538639146
20230.00952380087370197
2024-0.2518867682629766
2025-0.5056746554430542
20260.3313775858400041
Total Factor Risk
0.9147195280023787
VTI.US Exposure
0.15669595052343727
VEA.US Exposure
0.040821936630853185
VWO.US Exposure
-0.008235387264985647
QQQ.US Exposure
0.051291307016407835
VTV.US Exposure
0.0013814026468399463
IJR.US Exposure
-0.014720040870272339
QUAL.US Exposure
-0.013046648254191813
SHV.US Exposure
0.28354538711259347
TLT.US Exposure
0.0369651779441325
LQD.US Exposure
-0.008153096366540553
HYG.US Exposure
-0.005265068617780645
GLD.US Exposure
-0.000027129048923186195
USO.US Exposure
0.006801177400480633
VNQ.US Exposure
0.019738601417068374
BTC-USD.CC Exposure
-0.0008507973374871917
CPER.US Exposure
0.003008442831162537
VIX.INDX Exposure
-0.002584517221679677
UUP.US Exposure
0.0047644098678879905
TIP.US Exposure
-0.0017616643925226286
Idiosyncratic Exposure
0.44963055598352
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
91.5%

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$11.1M
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
$0
Avg Yield on Cost
0.00%

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 →
+69.9%
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 →
-29.5%
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 →
85.3% 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 →
1.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allied Gaming & Entertainment Inc. a high-risk investment?

Allied Gaming & Entertainment Inc. (AGAE.US) has an annualized volatility of 91.5% and experienced a maximum drawdown of 97.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AGAE.US has generated a Compound Annual Growth Rate (CAGR) of -29.0%. It has had a positive return in 44% 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.

Run a Full Backtest on Allied Gaming & Entertainment Inc.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest