Aldeyra The

10-Year Study

ALDX.US · Healthcare · US · Common Stock

Executive Summary: Aldeyra The has compounded at -11.1% annually over the last 10 years, with a maximum drawdown of 87.8% and an annualized volatility of 122.5%.

1Y CAGR
-17.6%
3Y CAGR
-43.4%
5Y CAGR
-32.6%
10Y CAGR
-11.1%

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 →
87.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
87.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +74.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -65.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.51.9-69.06.5————————-65.3%
20255.0-2.512.5-53.9-18.978.130.317.0-10.6-2.98.1-5.53.8%
2024-10.815.7-9.720.5-2.0-14.219.046.1-6.3-2.4-6.81.842.2%
2023-15.214.646.9-4.0-0.4-11.6-3.3-8.1-10.5-74.462.026.7-49.6%
2022-8.310.110.0-30.90.729.126.339.7-24.12.22.624.374.0%
202163.39.5-3.15.8-0.4-9.5-21.46.6-7.53.6-15.7-47.8-41.7%
2020-8.1-28.8-35.027.556.2-15.254.21.613.5-9.95.2-2.418.1%
20196.1-8.311.8-8.4-15.7-13.9-8.7-19.519.56.142.8-27.2-30.0%
20189.910.4-9.14.77.0-5.4-12.621.663.3-22.0-16.7-7.522.1%
20171.9-9.21.0-13.016.1-7.92.2-12.673.5-12.55.62.327.1%
2016———50.4-7.8-2.18.1-9.941.2-32.9-1.93.927.7%

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 122.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 41.1% of variance. Idiosyncratic stock-specific factors contribute 37.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0115035.79952267303
2016-05-0113866.34844868735
2016-06-0113579.9522673031
2016-07-0114677.80429594272
2016-08-0113221.957040572792
2016-09-0118663.48448687351
2016-10-0112529.832935560858
2016-11-0112291.169451073984
2016-12-0112768.49642004773
2017-01-0113007.159904534607
2017-02-0111813.842482100239
2017-03-0111933.174224343675
2017-04-0110381.861575178997
2017-05-0112052.50596658711
2017-06-0111097.852028639618
2017-07-0111336.515513126491
2017-08-019904.53460620525
2017-09-0117183.77088305489
2017-10-0115035.79952267303
2017-11-0115871.121718377088
2017-12-0116229.116945107397
2018-01-0117840.09546539379
2018-02-0119689.737470167063
2018-03-0117899.761336515512
2018-04-0118735.083532219567
2018-05-0120047.732696897372
2018-06-0118973.747016706442
2018-07-0116587.112171837707
2018-08-0120167.064439140806
2018-09-0132935.56085918855
2018-10-0125704.057279236273
2018-11-0121408.114558472553
2018-12-0119809.0692124105
2019-01-0121026.252983293558
2019-02-0119284.00954653938
2019-03-0121551.312649164673
2019-04-0119737.470167064435
2019-05-0116634.844868735083
2019-06-0114319.80906921241
2019-07-0113078.758949880668
2019-08-0110525.059665871122
2019-09-0112577.565632458232
2019-10-0113341.288782816227
2019-11-0119045.346062052507
2019-12-0113866.34844868735
2020-01-0112744.630071599044
2020-02-019069.212410501192
2020-03-015894.988066825776
2020-04-017517.899761336515
2020-05-0111742.243436754175
2020-06-019952.267303102624
2020-07-0115346.062052505964
2020-08-0115584.725536992839
2020-09-0117684.964200477327
2020-10-0115942.720763723148
2020-11-0116778.042959427206
2020-12-0116372.315035799524
2021-01-0126730.310262529827
2021-02-0129260.14319809069
2021-03-0128353.221957040572
2021-04-0130000
2021-05-0129880.66825775656
2021-06-0127040.572792362764
2021-07-0121241.05011933174
2021-08-0122649.164677804296
2021-09-0120954.653937947493
2021-10-0121718.377088305486
2021-11-0118305.489260143197
2021-12-019546.53937947494
2022-01-018758.949880668257
2022-02-019642.00477326969
2022-03-0110608.591885441527
2022-04-017326.968973747015
2022-05-017374.70167064439
2022-06-019522.673031026254
2022-07-0112028.639618138424
2022-08-0116801.909307875892
2022-09-0112744.630071599044
2022-10-0113031.026252983293
2022-11-0113365.155131264914
2022-12-0116610.978520286393
2023-01-0114081.145584725537
2023-02-0116133.651551312647
2023-03-0123699.284009546536
2023-04-0122744.63007159904
2023-05-0122649.164677804296
2023-06-0120023.866348448686
2023-07-0119367.541766109785
2023-08-0117804.295942720764
2023-09-0115942.720763723148
2023-10-014081.145584725537
2023-11-016610.978520286396
2023-12-018377.088305489258
2024-01-017470.16706443914
2024-02-018639.618138424821
2024-03-017804.2959427207625
2024-04-019403.341288782814
2024-05-019212.410501193317
2024-06-017899.761336515513
2024-07-019403.341288782814
2024-08-0113735.083532219569
2024-09-0112863.96181384248
2024-10-0112553.699284009544
2024-11-0111694.510739856803
2024-12-0111909.307875894987
2025-01-0112505.966587112172
2025-02-0112195.704057279236
2025-03-0113723.150357995226
2025-04-016324.582338902147
2025-05-015131.26491646778
2025-06-019140.811455847253
2025-07-0111909.307875894987
2025-08-0113937.947494033411
2025-09-0112458.233890214797
2025-10-0112100.238663484486
2025-11-0113078.758949880668
2025-12-0112362.768496420047
2026-01-0112792.36276849642
2026-02-0113031.026252983293
2026-03-014033.4128878281617
2026-04-014295.942720763723
Annual Return Matrix
YearAnnual Return
20170.2710280373831777
20180.22058823529411775
2019-0.30000000000000016
20200.1807228915662651
2021-0.4169096209912537
20220.74
2023-0.4956896551724138
20240.4216524216524218
20250.038076152304609145
2026-0.6525096525096525
Total Factor Risk
1.2249185290297007
VTI.US Exposure
0.4109751141418794
VEA.US Exposure
-0.006496168813632368
VWO.US Exposure
0.03761609822134848
QQQ.US Exposure
-0.08335939930131805
VTV.US Exposure
0.009238537059309701
IJR.US Exposure
0.014778974035101554
QUAL.US Exposure
-0.06247030996181661
SHV.US Exposure
0.006613977679361789
TLT.US Exposure
0.24022066603954625
LQD.US Exposure
-0.04297327728211216
HYG.US Exposure
0.0506510425247012
GLD.US Exposure
-0.006094318787367822
USO.US Exposure
0.038588514109821885
VNQ.US Exposure
-0.04285336362337603
BTC-USD.CC Exposure
-0.005188801841301841
CPER.US Exposure
0.028405550151206237
VIX.INDX Exposure
0.010315216070595972
UUP.US Exposure
0.011475338623771177
TIP.US Exposure
0.011333551600027423
Idiosyncratic Exposure
0.3792230593542539
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
122.5%

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$99.9M
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 →
-50.3%
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 →
-62.0%
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 →
69.4% 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 →
1.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aldeyra The a high-risk investment?

Aldeyra The (ALDX.US) has an annualized volatility of 122.5% and experienced a maximum drawdown of 87.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALDX.US has generated a Compound Annual Growth Rate (CAGR) of -11.1%. It has had a positive return in 60% 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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