AGF Management Limited

10-Year Study

AGF-B.TO · Financial Services · CA · Common Stock

Executive Summary: AGF Management Limited has compounded at 17.5% annually over the last 10 years, with a maximum drawdown of 59.4% and an annualized volatility of 33.9%.

1Y CAGR
+39.1%
3Y CAGR
+37.0%
5Y CAGR
+21.3%
10Y CAGR
+17.5%

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 →
59.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +59.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.313.1-1.3-23.8————————-4.5%
20256.95.6-14.92.714.013.0-6.2-0.218.5-2.91.315.059.3%
20241.35.60.9-2.65.81.3-1.4-2.714.415.17.5-4.745.9%
202321.511.0-15.4-4.1-6.411.61.31.3-10.1-7.311.36.215.6%
2022-10.4-4.610.2-8.2-2.3-7.0-0.9-1.3-1.85.97.14.6-10.4%
20217.67.38.12.60.14.3-3.8-0.43.22.9-1.67.644.0%
202011.2-13.7-50.847.2-12.833.97.1-5.518.6-2.4-2.39.01.1%
201914.4-4.44.23.8-8.32.4-0.19.410.7-5.07.43.241.6%
2018-6.4-9.2-4.78.8-3.82.7-4.8-6.1-0.7-10.6-7.2-3.6-38.2%
2017-2.30.01.812.1-5.04.012.43.74.13.8-1.1-0.536.8%
2016———2.81.0-4.83.6-2.71.43.24.917.027.9%

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 33.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110277.307858161676
2016-05-0110376.156831525524
2016-06-019881.911964706273
2016-07-0110238.829734301922
2016-08-019957.873088532855
2016-09-0110098.517265399543
2016-10-0110426.244734136068
2016-11-0110936.079875277806
2016-12-0112792.98105947524
2017-01-0112501.078050884002
2017-02-0112501.078050884002
2017-03-0112728.298006435134
2017-04-0114274.720536040071
2017-05-0113563.206952598932
2017-06-0114107.539722028725
2017-07-0115861.611437290609
2017-08-0116454.705277473713
2017-09-0117132.384648555413
2017-10-0117774.902975420442
2017-11-0117582.180648157362
2017-12-0117496.599993365842
2018-01-0116373.768534182507
2018-02-0114861.843632865626
2018-03-0114170.56423524729
2018-04-0115419.44472086775
2018-05-0114829.004544399113
2018-06-0115222.410190068666
2018-07-0114496.301456197962
2018-08-0113610.972899459317
2018-09-0113522.40687298902
2018-10-0112094.40408664212
2018-11-0111219.358476797028
2018-12-0110815.338176269614
2019-01-0112376.687564268419
2019-02-0111829.70113112416
2019-03-0112331.24357315819
2019-04-0112804.922546190333
2019-05-0111741.466812618171
2019-06-0112019.106378744156
2019-07-0112010.48197167214
2019-08-0113136.29880253425
2019-09-0114543.73569509404
2019-10-0113816.963545294722
2019-11-0114839.619199256975
2019-12-0115314.95671211066
2020-01-0117026.56980794109
2020-02-0114690.350615318275
2020-03-017224.931170597406
2020-04-0110632.567087935782
2020-05-019272.564434272066
2020-06-0112412.843732378016
2020-07-0113290.874713901881
2020-08-0112562.112316316716
2020-09-0114898.663216903838
2020-10-0114536.438119879258
2020-11-0114205.393571499651
2020-12-0115478.157030550303
2021-01-0116660.032507380503
2021-02-0117872.09340896275
2021-03-0119316.34988556075
2021-04-0119814.906955916013
2021-05-0119841.11188509636
2021-06-0120701.56234451189
2021-07-0119911.433973529704
2021-08-0119832.487478024348
2021-09-0120465.386273924436
2021-10-0121053.836202607225
2021-11-0120706.869671940825
2021-12-0122281.487378511956
2022-01-0119967.492619497792
2022-02-0119049.98839022125
2022-03-0120992.801937174514
2022-04-0119271.569310379142
2022-05-0118834.378213420903
2022-06-0117522.141506617576
2022-07-0117359.936312070855
2022-08-0117137.691975984344
2022-09-0116832.18894085647
2022-10-0117817.361594851896
2022-11-0119087.803098152388
2022-12-0119963.180415961786
2023-01-0124249.510730752645
2023-02-0126912.130560254758
2023-03-0122760.80538693734
2023-04-0121827.04746740969
2023-05-0120433.874017315156
2023-06-0122813.878661226656
2023-07-0123113.079245032673
2023-08-0123407.30420937407
2023-09-0121051.845954821372
2023-10-0119507.7453809666
2023-11-0121721.564334759678
2023-12-0123067.966961886756
2024-01-0123368.494377550007
2024-02-0124673.433509138555
2024-03-0124886.058314260128
2024-04-0124244.203403323718
2024-05-0125659.601287026904
2024-06-0125997.94341062129
2024-07-0125640.693933061335
2024-08-0124954.390154907618
2024-09-0128541.480080936744
2024-10-0132864.96168773012
2024-11-0135325.23965900421
2024-12-0133653.76322685507
2025-01-0135971.406773476636
2025-02-0137980.56191329154
2025-03-0132304.375228049223
2025-04-0133164.493979500454
2025-05-0137819.35184263774
2025-06-0142732.61020997114
2025-07-0140074.30258400505
2025-08-0140009.28782300063
2025-09-0147416.99008193187
2025-10-0146025.14346369456
2025-11-0146617.57388794905
2025-12-0153597.04116495838
2026-01-0160204.995521942474
2026-02-0168066.47427604736
2026-03-0167170.86277241517
2026-04-0151182.538892758814
Annual Return Matrix
YearAnnual Return
20170.36767184380428874
2018-0.3818605797486113
20190.41604048458825327
20200.010656270305393178
20210.4395439543954396
2022-0.10404632882748766
20230.15552564677732916
20240.4588959348892052
20250.5926017189717712
2026-0.045049170993755494
Total Factor Risk
0.33891376276100665
VTI.US Exposure
0.40896847313321477
VEA.US Exposure
0.051692618934103526
VWO.US Exposure
0.037819643850199126
QQQ.US Exposure
-0.08330628885376716
VTV.US Exposure
-0.0646439255326111
IJR.US Exposure
0.0031178472266162297
QUAL.US Exposure
-0.0015650627152358674
SHV.US Exposure
0.33669732732876084
TLT.US Exposure
0.007618876639443617
LQD.US Exposure
-0.009559956120642086
HYG.US Exposure
0.0056560948694755605
GLD.US Exposure
0.02340964547346423
USO.US Exposure
0.002452788920490204
VNQ.US Exposure
0.043875008079483496
BTC-USD.CC Exposure
-0.008376172920768485
CPER.US Exposure
0.017007200559209585
VIX.INDX Exposure
-0.024965919610832076
UUP.US Exposure
0.009219033452350749
TIP.US Exposure
0.007872132996006809
Idiosyncratic Exposure
0.2370106342910382
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.9%

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 →10.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.43%
Market Cap$1.3B
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
$415
Avg Yield on Cost
4.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$414.634.15%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 →
-20.3%
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 →
+0.5%
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 →
25.6% 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 →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AGF Management Limited a high-risk investment?

AGF Management Limited (AGF-B.TO) has an annualized volatility of 33.9% and experienced a maximum drawdown of 59.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AGF-B.TO?

Over the past 10 years, AGF-B.TO has generated a Compound Annual Growth Rate (CAGR) of 17.5%. It has had a positive return in 70% 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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