ALGAE

10-Year Study

ALGAE.PA · Healthcare · FR · Common Stock

Executive Summary: ALGAE has compounded at -13.7% annually over the last 10 years, with a maximum drawdown of 93.0% and an annualized volatility of 96.0%.

1Y CAGR
+1.8%
3Y CAGR
-10.9%
5Y CAGR
-27.7%
10Y CAGR
-13.7%

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 →
93.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
69.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +115.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -80.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.5-2.99.715.4————————32.0%
202512.60.0-8.124.625.9-4.7-4.72.8-3.3-2.5-14.32.025.1%
202489.14.415.4-16.72.1-30.65.23.0-6.4-14.3-10.57.912.9%
2023-0.50.5-25.4-17.4-15.9-5.8-14.4-0.9-28.7-38.7-10.222.3-80.2%
2022-10.6-5.62.51.1-8.5-11.7-0.87.9-29.46.3-9.3-4.9-51.0%
2021122.0-6.91.04.8-12.2-4.93.25.7-0.26.6-5.06.7115.1%
202011.5-7.8-40.616.3-12.645.012.46.3-10.0-26.328.12.4-6.3%
201911.35.4-3.8-5.4-16.6-4.1-20.2-7.031.8-32.0-6.216.8-37.7%
20184.1-2.99.6-12.311.32.1-9.9-2.613.8-6.3-10.3-14.9-21.3%
2017-7.6-10.4-1.2-2.820.9-0.7-13.9-0.816.33.718.9-7.48.2%
2016———-12.8-21.3-12.31.838.4-9.0-8.210.45.2-17.8%

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 96.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 64.3% of variance. Idiosyncratic stock-specific factors contribute 26.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018715.855484308353
2016-05-016857.9983616282025
2016-06-016011.129629106523
2016-07-016120.166097002909
2016-08-018470.099714697326
2016-09-017704.867094149883
2016-10-017076.636253213186
2016-11-017814.186039942376
2016-12-018224.061467190193
2017-01-017595.830626253496
2017-02-016803.480127680009
2017-03-016721.2790599135615
2017-04-016530.041524250728
2017-05-017896.387107708822
2017-06-017841.586395864524
2017-07-016748.679415835711
2017-08-016694.161181887518
2017-09-017787.068161916331
2017-10-018078.867828592413
2017-11-019604.248467557414
2017-12-018898.053727295839
2018-01-019265.274992231858
2018-02-018996.92099093246
2018-03-019858.478574051582
2018-04-018643.823620801673
2018-05-019618.372362362645
2018-06-019816.106889635887
2018-07-018841.558148074913
2018-08-018615.575831191209
2018-09-019801.982994830656
2018-10-019180.53162340047
2018-11-018234.23067144996
2018-12-017005.451823394819
2019-01-017796.389932487783
2019-02-018220.106776644729
2019-03-017909.381090929634
2019-04-017485.66424677269
2019-05-016242.761503912319
2019-06-015988.531397418153
2019-07-014779.526002090336
2019-08-014446.202084686874
2019-09-015861.41634417107
2019-10-013982.9383350752805
2019-11-013734.357786503206
2019-12-014361.458715855485
2020-01-014864.269370921726
2020-02-014485.748990141522
2020-03-012666.5913392277052
2020-04-013101.607299228836
2020-05-012711.7878026044464
2020-06-013932.0923137764466
2020-07-014417.954295076411
2020-08-014694.7826332589475
2020-09-014225.869325725263
2020-10-013112.9064150730214
2020-11-013988.587892997373
2020-12-014084.630377672947
2021-01-019067.540464958618
2021-02-018446.089093528433
2021-03-018530.83246235982
2021-04-018940.425411711534
2021-05-017852.885511708708
2021-06-017471.540351967459
2021-07-017711.646563656394
2021-08-018149.48730261857
2021-09-018135.363407813338
2021-10-018672.071410412136
2021-11-018234.23067144996
2021-12-018785.062568853988
2022-01-017852.885511708708
2022-02-017415.0447727465325
2022-03-017598.655405214543
2022-04-017683.3987740459315
2022-05-017028.05005508319
2022-06-016208.864156379763
2022-07-016158.018135080931
2022-08-016643.880116380894
2022-09-014689.133075336855
2022-10-014985.734866246716
2022-11-014522.4711166351235
2022-12-014302.1383576735125
2023-01-014279.5401259851415
2023-02-014299.313578712466
2023-03-013206.1241207875487
2023-04-012646.8178865003815
2023-05-012225.925821304483
2023-06-012095.9859890963535
2023-07-011793.7346402643993
2023-08-011776.7859664981218
2023-09-011266.9133640292648
2023-10-01776.8142142877322
2023-11-01697.7204033784357
2023-12-01853.0832462359821
2024-01-011612.9487867574362
2024-02-011683.5682607835936
2024-03-011943.447925199853
2024-04-011618.5983446795287
2024-05-011652.4956922120846
2024-06-011146.8602581847972
2024-07-011206.1806163667693
2024-08-011242.9027428603713
2024-09-011163.8089319510748
2024-10-01997.1469732493432
2024-11-01892.6301516906303
2024-12-01963.2496257167877
2025-01-011084.7151210417785
2025-02-011084.7151210417785
2025-03-01997.1469732493432
2025-04-011242.9027428603713
2025-05-011564.9275444196494
2025-06-011491.4832914324454
2025-07-011420.8638174062878
2025-08-011460.4107228609362
2025-09-011412.3894805231491
2025-10-011377.0797435100703
2025-11-011180.7576057173526
2025-12-011204.768226886246
2026-01-011295.161153639728
2026-02-011257.0266376656027
2026-03-011378.4921329905935
2026-04-011590.3505550690659
Annual Return Matrix
YearAnnual Return
20170.08195369925121931
2018-0.21269841269841272
2019-0.3774193548387097
2020-0.06347150259067358
20211.1507607192254494
2022-0.5102893890675242
2023-0.8017071569271175
20240.12913907284768222
20250.2507331378299118
20260.3200468933177021
Total Factor Risk
0.9598679687848689
VTI.US Exposure
0.6426209678530468
VEA.US Exposure
0.07140621144337925
VWO.US Exposure
-0.01049824394432239
QQQ.US Exposure
-0.06898560700224825
VTV.US Exposure
-0.02664811915058697
IJR.US Exposure
-0.03434675403091076
QUAL.US Exposure
-0.03145667548943904
SHV.US Exposure
0.11199328435078969
TLT.US Exposure
0.045084110069169264
LQD.US Exposure
0.037560721030698
HYG.US Exposure
-0.002167492212824632
GLD.US Exposure
0.01647000942210725
USO.US Exposure
0.0006661866609125085
VNQ.US Exposure
-0.01166960568400053
BTC-USD.CC Exposure
-0.0017595117610186277
CPER.US Exposure
0.004519706272358201
VIX.INDX Exposure
-0.014155886216373079
UUP.US Exposure
0.0030625905039182734
TIP.US Exposure
0.000999133558914643
Idiosyncratic Exposure
0.26730497432643047
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
96.0%

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 →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$49.6M
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 →
+22.7%
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 →
+18.5%
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 →
9.2% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALGAE a high-risk investment?

ALGAE (ALGAE.PA) has an annualized volatility of 96.0% and experienced a maximum drawdown of 93.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALGAE.PA has generated a Compound Annual Growth Rate (CAGR) of -13.7%. It has had a positive return in 50% 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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