The Alger ETF Trust

10-Year Study

ALAI.US · · US · ETF

Executive Summary: The Alger ETF Trust has compounded at 43.8% annually over the last 10 years, with a maximum drawdown of 16.8% and an annualized volatility of 39.7%.

1Y CAGR
+44.7%
3Y CAGR
+43.8%
5Y CAGR
+43.8%
10Y CAGR
+43.8%

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 →
16.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +39.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 6.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.7-4.6-3.416.2————————6.3%
20254.9-6.5-11.03.617.111.07.51.711.12.7-4.3-0.539.8%
2024————8.37.4-3.83.06.31.711.10.539.0%

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 39.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.7% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-04-0110000
2024-05-0110826.304826390944
2024-06-0111631.026260690776
2024-07-0111186.010086602686
2024-08-0111517.780732112966
2024-09-0112244.026890430647
2024-10-0112452.594582084168
2024-11-0113835.008154323945
2024-12-0113901.803639573498
2025-01-0114580.200332631828
2025-02-0113635.752000904242
2025-03-0112135.840810372947
2025-04-0112576.82019042903
2025-05-0114724.340791534574
2025-06-0116350.361427625667
2025-07-0117579.96888977399
2025-08-0117884.71992723006
2025-09-0119874.859385007883
2025-10-0120415.46684177382
2025-11-0119535.661038478716
2025-12-0119435.81766608716
2026-01-0119295.875472977703
2026-02-0118415.854374000894
2026-03-0117783.423308986978
2026-04-0120657.620659773616
Annual Return Matrix
YearAnnual Return
20250.3980788514923552
20260.06286347272223769
Total Factor Risk
0.39668363180299054
VTI.US Exposure
0.35109975097510115
VEA.US Exposure
-0.050333273697066444
VWO.US Exposure
0.040968727991420574
QQQ.US Exposure
-0.04694680242640441
VTV.US Exposure
-0.06765904488453862
IJR.US Exposure
-0.06026204721919959
QUAL.US Exposure
0.1472313741655405
SHV.US Exposure
0.3972222499761287
TLT.US Exposure
0.009964147240293132
LQD.US Exposure
-0.02747048954800911
HYG.US Exposure
0.2208026928279888
GLD.US Exposure
0.0244302306433599
USO.US Exposure
0.004615417849236379
VNQ.US Exposure
-0.04996277456063861
BTC-USD.CC Exposure
0.056323689178959135
CPER.US Exposure
-0.019097095455118444
VIX.INDX Exposure
0.04970632104073754
UUP.US Exposure
-0.0005907781548134365
TIP.US Exposure
0.00884744588654916
Idiosyncratic Exposure
0.011110258170473475
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
39.7%

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$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 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 →
+11.4%
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 →
+10.0%
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 →
0.6% 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

Frequently Asked Questions & Methodology

Is The Alger ETF Trust a high-risk investment?

The Alger ETF Trust (ALAI.US) has an annualized volatility of 39.7% and experienced a maximum drawdown of 16.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALAI.US has generated a Compound Annual Growth Rate (CAGR) of 43.8%. It has had a positive return in 100% 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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