AHL-P-F

10-Year Study

AHL-P-F.US · · US · Common Stock

Executive Summary: AHL-P-F has compounded at -0.5% annually over the last 10 years, with a maximum drawdown of 8.9% and an annualized volatility of 82.1%.

1Y CAGR
+4.9%
3Y CAGR
-0.5%
5Y CAGR
-0.5%
10Y CAGR
-0.5%

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 →
8.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-0.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -2.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.41.2-6.76.10.2———————-0.1%
2025-0.30.9-2.1-5.94.9-4.24.22.8-0.7-0.2-0.4-1.2-2.6%
2024———————————2.02.0%

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 82.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.3% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-11-0110000
2024-12-0110204.65489566613
2025-01-0110172.55216693419
2025-02-0110264.847512038521
2025-03-0110052.166934189407
2025-04-019462.279293739966
2025-05-019927.76886035313
2025-06-019510.43338683788
2025-07-019911.717495987157
2025-08-0110192.616372391652
2025-09-0110116.37239165329
2025-10-0110100.32102728732
2025-11-0110060.192616372393
2025-12-019939.807383627607
2026-01-019899.678972712682
2026-02-0110016.05136436597
2026-03-019349.91974317817
2026-04-019915.73033707865
2026-05-019931.781701444623
Annual Return Matrix
YearAnnual Return
2025-0.02595359811246556
2026-0.0008074283407347727
Total Factor Risk
0.8213649555618909
VTI.US Exposure
-0.004399316234368371
VEA.US Exposure
0.01936851219003517
VWO.US Exposure
0.003553105291650884
QQQ.US Exposure
0.024717799187840152
VTV.US Exposure
-0.011329270805256026
IJR.US Exposure
-0.0006253689288135257
QUAL.US Exposure
0.0037831159241125695
SHV.US Exposure
0.7526388212051668
TLT.US Exposure
0.001701924362852341
LQD.US Exposure
-0.007271427215920946
HYG.US Exposure
0.046006356155204584
GLD.US Exposure
-0.000012285094862473838
USO.US Exposure
0.0015852057127834455
VNQ.US Exposure
-0.008861184697576078
BTC-USD.CC Exposure
-0.0018576744771801991
CPER.US Exposure
0.0009890674684183936
VIX.INDX Exposure
0.004132219515266268
UUP.US Exposure
0.001752580792548771
TIP.US Exposure
0.1734667952306778
Idiosyncratic Exposure
0.0006610244174204318
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
82.1%

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
$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 →
+1.3%
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 →
-0.3%
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 →
3.0% 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 →
1.00
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 →
65
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.4%
50.0% retracement+1.5%
61.8% retracement+2.6%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is AHL-P-F a high-risk investment?

AHL-P-F (AHL-P-F.US) has an annualized volatility of 82.1% and experienced a maximum drawdown of 8.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AHL-P-F.US?

Over the past 10 years, AHL-P-F.US has generated a Compound Annual Growth Rate (CAGR) of -0.5%. It has had a positive return in 0% 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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