Adaptive Alpha Opportunities ETF

10-Year Study

AGOX.US · · US · ETF

Executive Summary: Adaptive Alpha Opportunities ETF has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 26.8% and an annualized volatility of 17.8%.

1Y CAGR
+19.7%
3Y CAGR
+16.1%
5Y CAGR
+6.6%
10Y CAGR
+6.6%

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 →
26.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +19.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.2%
% 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.
20263.9-1.4-9.119.0————————11.0%
20252.9-2.1-10.55.57.46.60.8-1.34.21.8-3.4-2.38.6%
2024-0.93.82.3-3.87.15.60.90.22.4-3.25.8-4.516.0%
20237.5-1.80.7-0.11.36.22.7-1.3-4.5-2.37.82.219.1%
2022-5.6-1.30.8-8.31.6-9.47.8-2.7-9.27.45.3-5.3-19.2%
2021—————1.6-0.22.1-3.75.5-5.52.72.1%

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 17.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 93.9% of variance. Idiosyncratic stock-specific factors contribute 9.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-0110161.330827783888
2021-07-0110145.39691886696
2021-08-0110362.193337201346
2021-09-019974.410488668738
2021-10-0110525.082916944499
2021-11-019944.231318790753
2021-12-0110208.829463875923
2022-01-019634.559262883518
2022-02-019506.048823575256
2022-03-019582.341072248153
2022-04-018783.134303800756
2022-05-018927.708548022549
2022-06-018088.363916624088
2022-07-018718.879084146627
2022-08-018486.365250222987
2022-09-017704.001662668756
2022-10-018273.11932246248
2022-11-018708.054417762844
2022-12-018247.746304458897
2023-01-018868.735765563706
2023-02-018706.538964469115
2023-03-018770.144704140217
2023-04-018764.905565610467
2023-05-018882.02845588299
2023-06-019429.323588247009
2023-07-019686.907349515486
2023-08-019558.137118214016
2023-09-019124.284489552032
2023-10-018914.19936437559
2023-11-019610.441906180451
2023-12-019820.960018012243
2024-01-019737.436892194983
2024-02-0110106.687911878556
2024-03-0110342.752236376075
2024-04-019947.30552404375
2024-05-0110653.463460256155
2024-06-0111249.51289001273
2024-07-0111350.398780709578
2024-08-0111371.788321483931
2024-09-0111643.357551720255
2024-10-0111270.902430787082
2024-11-0111924.62568303645
2024-12-0111389.151086363518
2025-01-0111717.095179126578
2025-02-0111465.486633701948
2025-03-0110260.22497986612
2025-04-0110828.04367969379
2025-05-0111633.225663985037
2025-06-0112405.284169141905
2025-07-0112508.031902456765
2025-08-0112349.51548793266
2025-09-0112872.909756921292
2025-10-0113105.207097517254
2025-11-0112660.702997133629
2025-12-0112366.098876832613
2026-01-0112849.311984204645
2026-02-0112673.519402132026
2026-03-0111526.104765451128
2026-04-0113721.34710808213
Annual Return Matrix
YearAnnual Return
2022-0.19209676940498854
20230.1907446780586397
20240.159677981121511
20250.08577880678383654
20260.10959383753501406
Total Factor Risk
0.1783904918918172
VTI.US Exposure
0.9390103262454823
VEA.US Exposure
0.06262972220560828
VWO.US Exposure
0.03989333442143435
QQQ.US Exposure
-0.237676402857223
VTV.US Exposure
-0.15360279307020747
IJR.US Exposure
0.024887835673751944
QUAL.US Exposure
0.10645015776637912
SHV.US Exposure
0.15105360260402656
TLT.US Exposure
-0.0240466319654436
LQD.US Exposure
0.0043246940257657945
HYG.US Exposure
0.004109460042180456
GLD.US Exposure
0.007515013464979693
USO.US Exposure
0.00018471489660385157
VNQ.US Exposure
-0.05191222599522214
BTC-USD.CC Exposure
0.006226493782350062
CPER.US Exposure
-0.021377381199133492
VIX.INDX Exposure
0.0013340202642349245
UUP.US Exposure
-0.006607820408761763
TIP.US Exposure
0.056099393515077055
Idiosyncratic Exposure
0.09150448658811715
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
17.8%

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$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
$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 →
+11.6%
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 →
+9.1%
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 →
1.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Adaptive Alpha Opportunities ETF a high-risk investment?

Adaptive Alpha Opportunities ETF (AGOX.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 26.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AGOX.US has generated a Compound Annual Growth Rate (CAGR) of 6.6%. 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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