Altus Group Limited

10-Year Study

AIF.TO · Real Estate · CA · Common Stock

Executive Summary: Altus Group Limited has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 40.8%.

1Y CAGR
-8.5%
3Y CAGR
+5.4%
5Y CAGR
-2.3%
10Y CAGR
+9.8%

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 →
42.4%
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 →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +63.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -34.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.51.12.24.4————————-12.1%
20256.0-7.8-5.8-0.26.2-3.09.86.5-3.3-3.1-3.42.22.4%
20247.510.53.9-2.6-7.07.914.3-5.91.3-4.013.0-5.734.4%
20235.47.1-5.7-6.3-17.9-0.20.218.2-9.40.2-15.15.7-21.0%
2022-14.0-19.53.1-4.7-1.9-5.217.9-2.4-12.48.110.01.8-22.9%
2021-0.414.08.52.8-4.9-2.42.213.0-6.65.00.88.745.8%
202014.23.5-18.315.22.5-5.04.625.73.5-1.5-9.70.131.2%
20194.26.8-0.43.89.39.04.516.42.8-8.61.03.463.3%
2018-7.2-8.44.4-1.0-9.40.7-4.510.5-0.6-5.9-8.6-9.5-34.5%
2017-3.61.5-3.55.8-1.9-6.7-8.822.12.310.92.23.021.6%
2016———6.53.8-2.36.018.45.2-1.16.31.251.7%

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 40.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 55.3% of variance. Idiosyncratic stock-specific factors contribute 30.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110645.14150285794
2016-05-0111049.602676704306
2016-06-0110799.275059249965
2016-07-0111444.193503415587
2016-08-0113548.808030112923
2016-09-0114257.521260281612
2016-10-0114101.54746967796
2016-11-0114983.800362470374
2016-12-0115166.20660811376
2017-01-0114622.44528091454
2017-02-0114842.938798271294
2017-03-0114328.676983131185
2017-04-0115165.760490729122
2017-05-0114875.226543984385
2017-06-0113875.92360239788
2017-07-0112653.171615781403
2017-08-0115445.197267531017
2017-09-0115802.36999860588
2017-10-0117523.323574515543
2017-11-0117906.315349226265
2017-12-0118443.55220967517
2018-01-0117120.089223476927
2018-02-0115681.751010734699
2018-03-0116367.544960267669
2018-04-0116206.99846647149
2018-05-0114676.592778474835
2018-06-0114781.988010595285
2018-07-0114121.343928621218
2018-08-0115609.089641711975
2018-09-0115513.95510943817
2018-10-0114601.645057855847
2018-11-0113349.783911891815
2018-12-0112076.453366792135
2019-01-0112581.51401087411
2019-02-0113433.598215530461
2019-03-0113378.112365816254
2019-04-0113886.128537571447
2019-05-0115174.18095636414
2019-06-0116536.511919698867
2019-07-0117279.018541753798
2019-08-0120109.856405966817
2019-09-0120679.325247455734
2019-10-0118893.517356754495
2019-11-0119079.82712951345
2019-12-0119725.805102467588
2020-01-0122526.753101909937
2020-02-0123321.790046005855
2020-03-0119044.639620800222
2020-04-0121930.015335285098
2020-05-0122483.089362888608
2020-06-0121360.992611180816
2020-07-0122340.276035131745
2020-08-0128074.55736790743
2020-09-0129057.63278962777
2020-10-0128626.962219433986
2020-11-0125848.82197128119
2020-12-0125884.957479436776
2021-01-0125784.915655931964
2021-02-0129403.708350759793
2021-03-0131915.62804963056
2021-04-0132797.49058971142
2021-05-0131176.355778614245
2021-06-0130413.550815558337
2021-07-0131085.849714206048
2021-08-0135125.10804405409
2021-09-0132796.54259026906
2021-10-0134447.009619406104
2021-11-0134717.691342534505
2021-12-0137743.31520981458
2022-01-0132446.396208002232
2022-02-0126123.016868813607
2022-03-0126937.292625121983
2022-04-0125662.456433849155
2022-05-0125171.72731074864
2022-06-0123863.989962358843
2022-07-0128134.783214833402
2022-08-0127455.123379339188
2022-09-0124044.611738463685
2022-10-0125993.698591942004
2022-11-0128581.792834239506
2022-12-0129098.062177610485
2023-01-0130659.584553185556
2023-02-0132845.6712672522
2023-03-0130984.30224452809
2023-04-0129046.08950230029
2023-05-0123846.925972396486
2023-06-0123798.243412797994
2023-07-0123852.390910358285
2023-08-0128191.663181374595
2023-09-0125552.20967517078
2023-10-0125595.70612017287
2023-11-0121737.348389795065
2023-12-0122980.621776104836
2024-01-0124714.791579534365
2024-02-0127316.046284678654
2024-03-0128373.12142757563
2024-04-0127629.33221803987
2024-05-0125693.350062735255
2024-06-0127712.811933640034
2024-07-0131684.31618569636
2024-08-0129802.76035131744
2024-09-0130191.997769413076
2024-10-0128976.439425623867
2024-11-0132738.714624285512
2024-12-0130886.3794786003
2025-01-0132734.030391746826
2025-02-0130196.960825317157
2025-03-0128460.39314094521
2025-04-0128399.553882615364
2025-05-0130147.55332496863
2025-06-0129229.109159347554
2025-07-0132097.14206050467
2025-08-0134177.38742506622
2025-09-0133058.69231841628
2025-10-0132046.45197267531
2025-11-0130945.211208699286
2025-12-0131624.146103443465
2026-01-0125763.27896277708
2026-02-0126047.67879548306
2026-03-0126627.631395510944
2026-04-0127798.68953018263
Annual Return Matrix
YearAnnual Return
20170.2160952759148136
2018-0.34522085390595014
20190.6334104478645741
20200.3122383266474995
20210.4581177210663059
2022-0.22905388634107127
2023-0.21023531959501807
20240.34401844212569754
20250.02388647155469692
2026-0.1209663198730383
Total Factor Risk
0.4081366306021171
VTI.US Exposure
0.5527280403683824
VEA.US Exposure
0.005036450595551396
VWO.US Exposure
-0.012356082031589959
QQQ.US Exposure
-0.1037794518324155
VTV.US Exposure
-0.06080932536194761
IJR.US Exposure
-0.012444873370237988
QUAL.US Exposure
0.17213989457066634
SHV.US Exposure
0.035913737259139975
TLT.US Exposure
-0.0001746834542102911
LQD.US Exposure
0.08749602800172061
HYG.US Exposure
-0.003531992279874539
GLD.US Exposure
-1.9181042285490968e-7
USO.US Exposure
0.00634700655275262
VNQ.US Exposure
0.01345854604020687
BTC-USD.CC Exposure
0.017429007304101893
CPER.US Exposure
-0.0021282964412386264
VIX.INDX Exposure
-0.0018592019898874242
UUP.US Exposure
-0.00019610396881694563
TIP.US Exposure
-0.0011264074880546905
Idiosyncratic Exposure
0.30785789933617425
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.8%

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 →1.26%
Market Cap$1.9B
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
$167
Avg Yield on Cost
0.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$83.650.84%Solid
2026$83.650.84%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 →
+9.6%
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 →
-6.3%
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 →
19.8% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Altus Group Limited a high-risk investment?

Altus Group Limited (AIF.TO) has an annualized volatility of 40.8% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AIF.TO has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 60% 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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