Centrale dAchat Française pour lOutre-Mer Société Anonyme

10-Year Study

ALCGM.PA · Healthcare · · Common Stock

Executive Summary: Centrale dAchat Française pour lOutre-Mer Société Anonyme has compounded at -7.0% annually over the last 10 years, with a maximum drawdown of 74.0% and an annualized volatility of 87.0%.

1Y CAGR
+9.6%
3Y CAGR
-14.8%
5Y CAGR
-12.2%
10Y CAGR
-7.0%

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 →
74.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -40.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.5-19.99.36.0————————-8.5%
2025-2.07.2-12.72.1-4.6-7.93.8-2.30.96.015.43.06.3%
2024-7.3-3.4-18.810.80.0-11.11.2-0.8-5.1-4.5-5.615.9-28.6%
202323.6-6.614.13.20.08.00.0-4.4-10.8-5.710.9-6.422.7%
2022-7.9-2.718.4-2.6-1.2-9.1-4.1-4.7-28.410.1-2.9-4.5-38.0%
2021-7.8-3.45.712.5-11.12.515.9-2.5-5.0-1.9-11.24.3-5.9%
20204.5-11.7-11.015.1-2.67.5-5.20.4-1.8-16.819.7-4.5-12.1%
201926.13.21.6-0.6-0.23.93.3-3.6-3.06.74.50.046.8%
201824.5-5.6-3.8-6.12.6-6.9-1.8-5.8-11.3-19.97.2-16.7-40.5%
2017-0.71.90.0-3.613.94.56.3-5.25.53.4-2.51.926.6%
2016———-6.08.06.1-4.8-1.0-5.4-5.3-5.018.92.7%

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 87.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.9% of variance. Idiosyncratic stock-specific factors contribute 8.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019403.91459074733
2016-05-0110156.856144400628
2016-06-0110772.538552787662
2016-07-0110250.993876438717
2016-08-0110152.928729441184
2016-09-019607.819563335577
2016-10-019098.01705620211
2016-11-018639.230867878556
2016-12-0110274.518290532524
2017-01-0110199.977557628803
2017-02-0110392.140361001571
2017-03-0110392.140361001571
2017-04-0110015.669584174922
2017-05-0111403.930621012472
2017-06-0111921.547882401976
2017-07-0112666.674681799237
2017-08-0112003.903369561733
2017-09-0112666.674681799237
2017-10-0113098.04911673239
2017-11-0112772.554583052804
2017-12-0113011.766214613192
2018-01-0116196.058157801928
2018-02-0115294.115289666892
2018-03-0114705.88471033311
2018-04-0113803.901766535218
2018-05-0114156.848129268059
2018-06-0113176.477188932704
2018-07-0112941.152896668913
2018-08-0112196.066172934501
2018-09-0110823.514795934725
2018-10-018666.682696931808
2018-11-019294.10727453432
2018-12-017745.102753999551
2019-01-019764.715783399057
2019-02-0110078.428072200313
2019-03-0110235.284216600941
2019-04-0110176.453143534995
2019-05-0110156.856144400628
2019-06-0110548.9965054022
2019-07-0110901.94286813504
2019-08-0110509.802507133467
2019-09-0110196.090218332212
2019-10-0110882.345869000674
2019-11-0111372.551376999776
2019-12-0111372.551376999776
2020-01-0111882.353884133243
2020-02-0110490.205507999102
2020-03-019333.341348465905
2020-04-0110745.086723734412
2020-05-0110470.568433201886
2020-06-0111254.889230867879
2020-07-0110666.658651534095
2020-08-0110705.89272546568
2020-09-0110509.802507133467
2020-10-018745.110769132121
2020-11-0110470.568433201886
2020-12-0110000
2021-01-019215.679202334006
2021-02-018901.966913532751
2021-03-019411.769420666218
2021-04-0110588.230579333782
2021-05-019411.769420666218
2021-06-019647.05363726716
2021-07-0111176.461158667566
2021-08-0110901.94286813504
2021-09-0110352.94636273284
2021-10-0110156.856144400628
2021-11-019019.588984001795
2021-12-019411.769420666218
2022-01-018666.682696931808
2022-02-018431.358404668012
2022-03-019980.403000865634
2022-04-019725.481709467475
2022-05-019607.819563335577
2022-06-018736.494501619058
2022-07-018375.813535955884
2022-08-017983.072040011543
2022-09-015714.789522618704
2022-10-016291.879067679779
2022-11-016107.531018563047
2022-12-015835.016511173095
2023-01-017213.619313263442
2023-02-016740.726491616171
2023-03-017694.527267481004
2023-04-017942.996377160079
2023-05-017942.996377160079
2023-06-018576.191850213201
2023-07-018576.191850213201
2023-08-018195.473053124299
2023-09-017309.800904106954
2023-10-016893.014010451732
2023-11-017646.436472059247
2023-12-017157.5133852713925
2024-01-016636.529768202366
2024-02-016412.10605623417
2024-03-015209.836170690263
2024-04-015770.895450610754
2024-05-015770.895450610754
2024-06-015129.684844987337
2024-07-015189.798339264531
2024-08-015149.722676413067
2024-09-014889.230867878555
2024-10-014668.814722195505
2024-11-014408.322913660992
2024-12-015109.647013561605
2025-01-015009.457856432945
2025-02-015370.138822096118
2025-03-014688.852553621236
2025-04-014789.041710749895
2025-05-014568.625565066846
2025-06-014207.944599403674
2025-07-014368.247250809529
2025-08-014268.05809368087
2025-09-014308.133756532333
2025-10-014568.625565066846
2025-11-015269.949664967458
2025-12-015430.252316373313
2026-01-015350.100990670386
2026-02-014288.095925106601
2026-03-014688.852553621236
2026-04-014969.382193581482
Annual Return Matrix
YearAnnual Return
20170.26641131454336975
2018-0.40476161143279543
20190.4683538408999184
2020-0.12068983744278083
2021-0.058823057933378275
2022-0.3800298062593144
20230.2266483516483515
2024-0.28611422172452405
20250.06274509803921569
2026-0.08487084870848716
Total Factor Risk
0.8701495962384642
VTI.US Exposure
-0.007794550200427193
VEA.US Exposure
0.022761176677764238
VWO.US Exposure
-0.0010216137629383973
QQQ.US Exposure
0.006531374416615735
VTV.US Exposure
0.006810774310674221
IJR.US Exposure
0.004778657293915021
QUAL.US Exposure
0.005720150370839579
SHV.US Exposure
0.6988774258887878
TLT.US Exposure
-0.004808351008302032
LQD.US Exposure
0.06676694723764237
HYG.US Exposure
-0.000013333902887437129
GLD.US Exposure
-0.001999406682571264
USO.US Exposure
0.002065198720269485
VNQ.US Exposure
0.01877077256162033
BTC-USD.CC Exposure
0.002400861214268964
CPER.US Exposure
0.009309188978252999
VIX.INDX Exposure
0.0024780498822325873
UUP.US Exposure
-0.00043642366536536905
TIP.US Exposure
0.0865649702148872
Idiosyncratic Exposure
0.08223813145472128
Value Score
42.8
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
87.0%

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 →18.0x
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$173.3M
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 →
+8.0%
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 →
13.6% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Centrale dAchat Française pour lOutre-Mer Société Anonyme a high-risk investment?

Centrale dAchat Française pour lOutre-Mer Société Anonyme (ALCGM.PA) has an annualized volatility of 87.0% and experienced a maximum drawdown of 74.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALCGM.PA has generated a Compound Annual Growth Rate (CAGR) of -7.0%. It has had a positive return in 40% 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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