Sidetrade

10-Year Study

ALBFR.PA · Technology · FR · Common Stock

Executive Summary: Sidetrade has compounded at 18.2% annually over the last 10 years, with a maximum drawdown of 57.1% and an annualized volatility of 45.4%.

1Y CAGR
-40.9%
3Y CAGR
+3.1%
5Y CAGR
-1.0%
10Y CAGR
+18.2%

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 →
57.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +75.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -35.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-35.7-26.040.4-2.9————————-35.2%
202512.95.9-10.1-4.110.0-1.2-10.80.94.4-2.57.4-2.08.0%
20246.2-12.26.0-2.522.1-6.68.43.612.0-0.40.40.038.3%
20233.3-2.9-11.0-1.99.1-2.48.60.3-1.0-8.94.712.58.0%
2022-10.8-15.43.14.53.9-13.1-4.08.7-5.75.66.17.9-12.5%
20219.35.44.426.1-7.8-6.74.5-4.38.16.9-3.4-0.345.3%
20203.0-9.2-10.816.16.24.315.34.2-1.28.86.519.275.6%
20198.07.8-2.77.87.51.22.1-5.3-1.22.5-1.55.034.4%
20183.6-7.8-5.64.0-0.6-0.31.0-1.00.6-2.9-0.7-17.5-25.6%
20178.4-0.20.24.225.1-3.2-2.90.11.912.4-0.60.351.8%
2016———-0.70.63.613.18.921.8-4.21.0-1.647.8%

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 45.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.5% of variance. Idiosyncratic stock-specific factors contribute 29.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019934.38473585265
2016-05-019990.149362379914
2016-06-0110351.517499073372
2016-07-0111703.89317233941
2016-08-0112745.723320633246
2016-09-0115520.59785022356
2016-10-0114876.13240592641
2016-11-0115023.057170429389
2016-12-0114782.634828515427
2017-01-0116018.138530017732
2017-02-0115991.424936471736
2017-03-0116018.138530017732
2017-04-0116695.995966247374
2017-05-0120880.01255538897
2017-06-0120218.85111512557
2017-07-0119627.812857920413
2017-08-0119647.848053079913
2017-09-0120018.499163530607
2017-10-0122502.863363308214
2017-11-0122372.634594771484
2017-12-0122436.07937944322
2018-01-0123240.826385016346
2018-02-0121437.65882066163
2018-03-0120235.54711109182
2018-04-0121036.954917471692
2018-05-0120903.386949741714
2018-06-0120836.602965876722
2018-07-0121036.954917471692
2018-08-0120836.602965876722
2018-09-0120970.170933606703
2018-10-0120369.115078821796
2018-11-0120235.54711109182
2018-12-0116695.995966247374
2019-01-0118031.675643547165
2019-02-0119434.139304711945
2019-03-0118899.86743379203
2019-04-0120369.115078821796
2019-05-0121905.146707716554
2019-06-0122172.282643176517
2019-07-0122639.770530231443
2019-08-0121437.65882066163
2019-09-0121170.52288520167
2019-10-0121704.794756121588
2019-11-0121370.87483679664
2019-12-0122439.418578636472
2020-01-0123107.258417286368
2020-02-0120970.170933606703
2020-03-0118699.51548219706
2020-04-0121704.794756121588
2020-05-0123040.47443342138
2020-06-0124042.234191396223
2020-07-0127715.353303970645
2020-08-0128884.073021607957
2020-09-0128550.15310228301
2020-10-0131054.55249722012
2020-11-0133058.0720131698
2020-12-0139402.55048034381
2021-01-0143075.669592918224
2021-02-0145413.10902819286
2021-03-0147416.62854414255
2021-04-0159771.6655591656
2021-05-0155096.78668861634
2021-06-0151423.66757604192
2021-07-0153761.10701131655
2021-08-0151423.66757604192
2021-09-0155597.66656760376
2021-10-0159437.74563984066
2021-11-0157434.22612389098
2021-12-0157267.2661642285
2022-01-0151089.747656716965
2022-02-0143242.6295525807
2022-03-0144578.30922988049
2022-04-0146581.82874583018
2022-05-0148418.38830211738
2022-06-0142073.909834943384
2022-07-0140404.310238318656
2022-08-0143910.469391230596
2022-09-0141406.06999629349
2022-10-0143743.50943156812
2022-11-0146414.8687861677
2022-12-0150087.987898742125
2023-01-0151757.58749536686
2023-02-0150254.9478584046
2023-03-0144745.26918954297
2023-04-0143910.469391230596
2023-05-0147917.50842312997
2023-06-0146748.788705492654
2023-07-0150755.82773739202
2023-08-0150922.7876970545
2023-09-0150421.90781806707
2023-10-0145913.98890718028
2023-11-0148084.468382792445
2023-12-0154095.0269306415
2024-01-0157434.22612389098
2024-02-0150421.90781806707
2024-03-0153427.187091991604
2024-04-0152091.50741469181
2024-05-0163611.7446314025
2024-06-0159437.74563984066
2024-07-0164446.54442971487
2024-08-0166783.9838649895
2024-09-0174798.06192878824
2024-10-0174464.14200946329
2024-11-0174798.06192878824
2024-12-0174798.06192878824
2025-01-0184481.73958921172
2025-02-0189490.53837908593
2025-03-0180474.70055731235
2025-04-0177135.50136406287
2025-05-0184815.65950853666
2025-06-0183813.89975056182
2025-07-0174798.06192878824
2025-08-0175465.90176743813
2025-09-0178805.10096068762
2025-10-0176801.58144473792
2025-11-0182478.22007326203
2025-12-0180808.62047663731
2026-01-0151924.54745502934
2026-02-0138400.79072236896
2026-03-0153928.06697097902
2026-04-0152358.643350151775
Annual Return Matrix
YearAnnual Return
20170.5177320984865597
2018-0.255841643101652
20190.3440000000000001
20200.7559523809523809
20210.4533898305084745
2022-0.12536443148688048
20230.08000000000000007
20240.382716049382716
20250.0803571428571428
2026-0.35206611570247925
Total Factor Risk
0.45404282523229594
VTI.US Exposure
0.4250293202583078
VEA.US Exposure
-0.0017893643336355702
VWO.US Exposure
-0.004636858491626792
QQQ.US Exposure
-0.06769055999285789
VTV.US Exposure
0.03227977523349776
IJR.US Exposure
0.007964144782588426
QUAL.US Exposure
0.06228774486726652
SHV.US Exposure
0.042093490150467844
TLT.US Exposure
0.003928969907799811
LQD.US Exposure
0.0932793006445865
HYG.US Exposure
0.010726802886806538
GLD.US Exposure
0.08039196225302646
USO.US Exposure
0.008572433930214687
VNQ.US Exposure
0.00644724995119428
BTC-USD.CC Exposure
0.0035492324631595865
CPER.US Exposure
0.02070932722044308
VIX.INDX Exposure
-0.01686185638434913
UUP.US Exposure
0.00003515610840228099
TIP.US Exposure
0.0021882707308182926
Idiosyncratic Exposure
0.2914954578138895
Value Score
39.1
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
45.4%

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 →27.2x
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$213.2M
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 →
+15.2%
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 →
-23.7%
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 →
43.8% 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 →
-0.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sidetrade a high-risk investment?

Sidetrade (ALBFR.PA) has an annualized volatility of 45.4% and experienced a maximum drawdown of 57.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ALBFR.PA?

Over the past 10 years, ALBFR.PA has generated a Compound Annual Growth Rate (CAGR) of 18.2%. It has had a positive return in 70% 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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