Atrium Mortgage Investment Corp

10-Year Study

AI.TO · Financial Services · CA · Common Stock

Executive Summary: Atrium Mortgage Investment Corp has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 35.9% and an annualized volatility of 15.8%.

1Y CAGR
+13.5%
3Y CAGR
+10.5%
5Y CAGR
+3.8%
10Y CAGR
+7.5%

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 →
35.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.7%
% 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.
2026-0.23.4-2.82.9————————3.2%
2025-0.0-0.4-0.32.44.23.70.31.91.3-2.82.02.215.3%
20244.83.03.2-3.8-1.6-0.15.93.9-0.4-2.93.8-3.312.4%
20237.17.7-1.3-0.5-6.12.53.0-3.6-3.7-6.23.74.96.3%
20221.80.20.9-8.93.6-14.44.81.9-9.80.35.2-2.7-17.7%
2021-1.64.91.85.83.63.10.10.6-0.91.4-6.04.818.4%
20201.2-5.2-32.410.812.4-0.7-6.03.41.5-0.115.53.4-5.6%
20194.22.00.52.80.6-0.02.21.41.80.22.93.223.8%
2018-0.93.5-2.62.61.02.75.13.20.0-4.74.4-6.27.7%
2017-1.61.73.2-3.42.11.61.51.7-2.01.11.92.810.8%
2016———1.72.60.24.02.2-2.2-1.11.90.910.5%

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 15.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.4% of variance. Idiosyncratic stock-specific factors contribute 26.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110166.135106402147
2016-05-0110429.032199938734
2016-06-0110449.75404075896
2016-07-0110864.73142692398
2016-08-0111105.28497035876
2016-09-0110858.424779717823
2016-10-0110743.46361064562
2016-11-0110952.6641079698
2016-12-0111054.651602789341
2017-01-0110875.182442294177
2017-02-0111060.77806007532
2017-03-0111414.130493540193
2017-04-0111026.181595401555
2017-05-0111253.581274663495
2017-06-0111434.672144440241
2017-07-0111608.375227489776
2017-08-0111802.07939167883
2017-09-0111566.390976088798
2017-10-0111693.785249653134
2017-11-0111919.022649872968
2017-12-0112252.914571958847
2018-01-0112139.034542407699
2018-02-0112567.526172585905
2018-03-0112235.976719462316
2018-04-0112559.778006018345
2018-05-0112684.829810620395
2018-06-0113022.866100870318
2018-07-0113686.685766798206
2018-08-0114130.13316035101
2018-09-0114134.998288195759
2018-10-0113470.81824242752
2018-11-0114066.886498369282
2018-12-0113198.010703281258
2019-01-0113755.878696145737
2019-02-0114034.812692577978
2019-03-0114104.005621925511
2019-04-0114492.85546966503
2019-05-0114573.760743823988
2019-06-0114567.454096617836
2019-07-0114889.453483972105
2019-08-0115103.158729300685
2019-09-0115373.803989404832
2019-10-0115401.553237111915
2019-11-0115842.477971782258
2019-12-0116341.604050669408
2020-01-0116538.37144350145
2020-02-0115680.667423464332
2020-03-0110599.852244265458
2020-04-0111744.418617222555
2020-05-0113205.758869848823
2020-06-0113119.08751824423
2020-07-0112326.612249310776
2020-08-0112744.833054038958
2020-09-0112939.798547669243
2020-10-0112921.959745571834
2020-11-0114926.032037767809
2020-12-0115428.942104978649
2021-01-0115188.74894138422
2021-02-0115930.590842748255
2021-03-0116220.516424311225
2021-04-0117156.42286970467
2021-05-0117774.113916067538
2021-06-0118331.621529091663
2021-07-0118350.901850550483
2021-08-0118458.835612735824
2021-09-0118297.025064417896
2021-10-0118559.38158819396
2021-11-0117441.66351334307
2021-12-0118274.501324395915
2022-01-0118595.599762149308
2022-02-0118630.016036902896
2022-03-0118806.42196875507
2022-04-0117132.81799016163
2022-05-0117753.392075247313
2022-06-0115191.992359947386
2022-07-0115926.806854424567
2022-08-0116231.327819521777
2022-09-0114642.593293331174
2022-10-0114688.001153215491
2022-11-0115454.529073643622
2022-12-0115033.605420112799
2023-01-0116106.636394760078
2023-02-0117341.65810764546
2023-03-0117108.131971097537
2023-04-0117030.650305421914
2023-05-0115988.251617204534
2023-06-0116387.372290394076
2023-07-0116875.32659423032
2023-08-0116265.20352451484
2023-09-0115667.33336937132
2023-10-0114690.52381209795
2023-11-0115236.138890390474
2023-12-0115983.927059120313
2024-01-0116750.094599708093
2024-02-0117260.933023406673
2024-03-0117808.89057066148
2024-04-0117132.45761032128
2024-05-0116861.091590536427
2024-06-0116838.387660594268
2024-07-0117826.909562679066
2024-08-0118520.280375515795
2024-09-0118447.123267924395
2024-10-0117904.21103843451
2024-11-0118578.661909652776
2024-12-0117969.800169378526
2025-01-0117964.574661693423
2025-02-0117895.02135250554
2025-03-0117841.14456637296
2025-04-0118274.68151431609
2025-05-0119050.75950051354
2025-06-0119764.852154170494
2025-07-0119829.54033551363
2025-08-0120206.67783844172
2025-09-0120464.70980413356
2025-10-0119882.87655188569
2025-11-0120286.141593239274
2025-12-0120727.246517829797
2026-01-0120685.802836189345
2026-02-0121388.54352487522
2026-03-0120793.91678829486
2026-04-0121388.54352487522
Annual Return Matrix
YearAnnual Return
20170.10839445802770986
20180.07713235294117649
20190.23818690695610645
2020-0.0558489817071155
20210.18442996286174762
2022-0.17734524443392696
20230.06321315562374141
20240.12424187766329231
20250.15344891553942275
20260.03190472050769366
Total Factor Risk
0.1584002197971387
VTI.US Exposure
0.4436874882548055
VEA.US Exposure
0.1692654397780511
VWO.US Exposure
-0.03359976866138173
QQQ.US Exposure
-0.1337731226610995
VTV.US Exposure
-0.12059122863217675
IJR.US Exposure
0.01578660455006753
QUAL.US Exposure
0.1263722148013517
SHV.US Exposure
0.1492770944157573
TLT.US Exposure
-0.00886471504109941
LQD.US Exposure
-0.009372254598852086
HYG.US Exposure
0.07576647223488195
GLD.US Exposure
-0.009499809704945565
USO.US Exposure
0.0009190639502957692
VNQ.US Exposure
-0.029838282910435925
BTC-USD.CC Exposure
0.0022850792513043543
CPER.US Exposure
0.019852743198773865
VIX.INDX Exposure
-0.036749552089199354
UUP.US Exposure
0.044499448514496165
TIP.US Exposure
0.06792897380303438
Idiosyncratic Exposure
0.26664811154637086
Value Score
45.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
95.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.8%

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 →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.96%
Market Cap$562.3M
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
$562
Avg Yield on Cost
2.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$140.551.41%Solid
2026$421.644.22%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 →
+1.4%
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 →
+4.5%
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 →
1.2% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atrium Mortgage Investment Corp a high-risk investment?

Atrium Mortgage Investment Corp (AI.TO) has an annualized volatility of 15.8% and experienced a maximum drawdown of 35.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AI.TO?

Over the past 10 years, AI.TO has generated a Compound Annual Growth Rate (CAGR) of 7.5%. 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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