XIAO-I Corporation American Depositary Shares

10-Year Study

AIXI.US · Technology · US · Common Stock

Executive Summary: XIAO-I Corporation American Depositary Shares has compounded at -74.2% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 1999.9%.

1Y CAGR
-72.5%
3Y CAGR
-74.9%
5Y CAGR
-74.2%
10Y CAGR
-74.2%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
419.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +131.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -92.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-44.92.4-49.3709.4————————131.8%
2025-28.813.6-8.1-15.2-14.8-7.7-37.4-11.2-21.4-14.4-32.0-43.7-92.9%
2024-16.34.2-9.6-31.8-20.6-37.6-2.3-7.912.2-7.521.0-6.3-71.8%
2023———-22.010.2-10.672.7-70.2-30.7-4.722.92.0-67.2%

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 1999.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.1% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-03-0110000
2023-04-017803.46811603932
2023-05-018598.26594198034
2023-06-017687.86159386238
2023-07-0113280.346934105452
2023-08-013959.5376253619306
2023-09-012745.66485495085
2023-10-012615.6071346845415
2023-11-013215.3179208453976
2023-12-013280.346934105452
2024-01-012745.66485495085
2024-02-012861.271683381591
2024-03-012586.705351013406
2024-04-011763.0057414012506
2024-05-011400.2889994614834
2024-06-01874.2775013462917
2024-07-01854.0462221511169
2024-08-01786.7694591214877
2024-09-01883.1085593772218
2024-10-01817.2768549057694
2024-11-01989.0815620021845
2024-12-01926.4611583204747
2025-01-01659.9229630814718
2025-02-01749.8394617577204
2025-03-01688.824670189157
2025-04-01584.4573179590658
2025-05-01497.752081790835
2025-06-01459.2164340321964
2025-07-01287.4116886540562
2025-08-01255.29866161576567
2025-09-01200.70649076755043
2025-10-01171.80476451900267
2025-11-01116.89145784955441
2025-12-0165.83172839753067
2026-01-0136.28773289912465
2026-02-0137.17084209015034
2026-03-0118.850353612888338
2026-04-01152.56904602186114
Annual Return Matrix
YearAnnual Return
2024-0.717572202900813
2025-0.9289428080105668
20261.3175609958249854
Total Factor Risk
19.999408626903666
VTI.US Exposure
0.002475363376242312
VEA.US Exposure
0.00043678279855467045
VWO.US Exposure
0.00009408356618410893
QQQ.US Exposure
-0.0007208165457427006
VTV.US Exposure
-0.0008253879819140297
IJR.US Exposure
0.00020322305203626903
QUAL.US Exposure
0.0009936196453751295
SHV.US Exposure
0.9906503307364527
TLT.US Exposure
0.00022479386381127605
LQD.US Exposure
0.001451475549020073
HYG.US Exposure
0.0007408341836506023
GLD.US Exposure
0.00002300742513879677
USO.US Exposure
-0.00000776294345988876
VNQ.US Exposure
0.0018829674568204165
BTC-USD.CC Exposure
0.00023012435645879172
CPER.US Exposure
0.0003320375130283488
VIX.INDX Exposure
-0.0005521811337316427
UUP.US Exposure
0.00005730729969828713
TIP.US Exposure
0.0006284359141585974
Idiosyncratic Exposure
0.0016817618682179103
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
1999.9%

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$1.7M
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 →
+150.9%
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 →
-2.3%
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 →
74.8% 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 →
2.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is XIAO-I Corporation American Depositary Shares a high-risk investment?

XIAO-I Corporation American Depositary Shares (AIXI.US) has an annualized volatility of 1999.9% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AIXI.US has generated a Compound Annual Growth Rate (CAGR) of -74.2%. It has had a positive return in 33% 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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