Montana Technologies Corporation

10-Year Study

AIRJ.US · Industrials · US · Common Stock

Executive Summary: Montana Technologies Corporation has compounded at -24.0% annually over the last 10 years, with a maximum drawdown of 81.3% and an annualized volatility of 75.2%.

1Y CAGR
-20.3%
3Y CAGR
-33.7%
5Y CAGR
-24.0%
10Y CAGR
-24.0%

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 →
81.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +6.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -50.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-18.30.3-22.324.3————————-20.8%
20252.7-2.1-42.48.5-23.220.6-11.011.72.010.0-36.820.9-50.5%
20241.5-0.74.3-2.321.4-23.0-5.9-42.53.9-5.539.24.4-25.8%
20230.80.70.30.60.50.40.71.00.30.70.30.46.7%
2022——0.30.3-0.60.50.20.00.80.00.41.13.1%

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 75.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.7% of variance. Idiosyncratic stock-specific factors contribute 30.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-0110030.706243602866
2022-04-0110061.412487205733
2022-05-0110000
2022-06-0110051.177072671444
2022-07-0110071.647901740022
2022-08-0110071.647901740022
2022-09-0110153.531218014328
2022-10-0110153.531218014328
2022-11-0110194.472876151485
2022-12-0110307.06243602866
2023-01-0110388.945752302969
2023-02-0110460.593654042988
2023-03-0110491.299897645857
2023-04-0110552.712384851588
2023-05-0110603.88945752303
2023-06-0110644.831115660185
2023-07-0110716.479017400206
2023-08-0110818.83316274309
2023-09-0110849.539406345955
2023-10-0110921.187308085979
2023-11-0110951.893551688843
2023-12-0110992.835209826
2024-01-0111156.601842374615
2024-02-0111079.83623336745
2024-03-0111555.783009211873
2024-04-0111289.662231320368
2024-05-0113705.220061412489
2024-06-0110552.712384851588
2024-07-019928.352098259978
2024-08-015711.361310133061
2024-09-015936.54042988741
2024-10-015609.007164790175
2024-11-017809.621289662232
2024-12-018152.507676560901
2025-01-018372.569089048106
2025-02-018198.5670419652
2025-03-014718.526100307063
2025-04-015117.707267144319
2025-05-013930.399181166837
2025-06-014738.996929375639
2025-07-014216.990788126919
2025-08-014708.290685772774
2025-09-014800.409416581372
2025-10-015281.473899692938
2025-11-013336.745138178096
2025-12-014032.7533265097236
2026-01-013295.803480040942
2026-02-013306.0388945752306
2026-03-012569.0890481064484
2026-04-013193.4493346980553
Annual Return Matrix
YearAnnual Return
20230.06653426017874864
2024-0.2583798882681565
2025-0.5053358443188951
2026-0.20812182741116747
Total Factor Risk
0.75213011557164
VTI.US Exposure
0.036629747390941665
VEA.US Exposure
0.004775516466956737
VWO.US Exposure
0.027437582670986702
QQQ.US Exposure
0.02806028406923435
VTV.US Exposure
0.03803541248089486
IJR.US Exposure
0.027039562798189493
QUAL.US Exposure
-0.00011237877834061639
SHV.US Exposure
0.43697000988071477
TLT.US Exposure
0.00404839835315162
LQD.US Exposure
0.029999198383125772
HYG.US Exposure
0.006259048089884298
GLD.US Exposure
0.00032704944269818697
USO.US Exposure
0.00035747596040231464
VNQ.US Exposure
-0.0007328432901523528
BTC-USD.CC Exposure
0.045983575939961975
CPER.US Exposure
-0.0016582738617962225
VIX.INDX Exposure
0.0013617081899082231
UUP.US Exposure
0.014328480911629459
TIP.US Exposure
0.0006984740988770293
Idiosyncratic Exposure
0.30019197080273186
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
75.2%

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$181.6M
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 →
-0.5%
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 →
-23.4%
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 →
52.7% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Montana Technologies Corporation a high-risk investment?

Montana Technologies Corporation (AIRJ.US) has an annualized volatility of 75.2% and experienced a maximum drawdown of 81.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AIRJ.US has generated a Compound Annual Growth Rate (CAGR) of -24.0%. It has had a positive return in 25% 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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