Allegro Microsystems Inc

10-Year Study

ALGM.US · Technology · US · Common Stock

Executive Summary: Allegro Microsystems Inc has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 63.0% and an annualized volatility of 68.2%.

1Y CAGR
+56.5%
3Y CAGR
-1.0%
5Y CAGR
+8.0%
10Y CAGR
+14.3%

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 →
63.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +44.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -27.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202639.9-1.2-13.521.2————————44.9%
202510.2-7.412.7-24.132.934.9-8.1-1.8-5.32.5-10.8-1.220.7%
2024-14.321.4-14.410.11.5-6.3-14.92.0-5.0-10.64.30.6-27.8%
202327.114.49.9-25.510.014.814.3-25.9-16.5-18.74.911.20.8%
2022-21.61.0-0.9-14.45.9-19.720.0-6.1-6.316.322.6-3.6-17.0%
20214.7-6.4-3.0-2.66.25.7-1.09.66.44.4-6.415.935.7%
2020——————————30.911.345.7%

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 68.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.6% of variance. Idiosyncratic stock-specific factors contribute 18.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0113087.43169398907
2020-12-0114568.306010928962
2021-01-0115256.830601092897
2021-02-0114284.15300546448
2021-03-0113852.459016393444
2021-04-0113486.338797814207
2021-05-0114322.404371584698
2021-06-0115136.612021857922
2021-07-0114978.142076502732
2021-08-0116420.765027322403
2021-09-0117464.480874316938
2021-10-0118229.508196721312
2021-11-0117065.573770491803
2021-12-0119770.491803278688
2022-01-0115508.196721311473
2022-02-0115666.666666666666
2022-03-0115519.125683060109
2022-04-0113284.15300546448
2022-05-0114071.038251366119
2022-06-0111306.01092896175
2022-07-0113568.306010928962
2022-08-0112743.169398907105
2022-09-0111939.890710382515
2022-10-0113885.245901639344
2022-11-0117016.39344262295
2022-12-0116404.371584699453
2023-01-0120857.923497267762
2023-02-0123868.852459016394
2023-03-0126224.043715846994
2023-04-0119546.448087431694
2023-05-0121491.803278688523
2023-06-0124666.666666666668
2023-07-0128202.185792349726
2023-08-0120901.639344262294
2023-09-0117453.551912568306
2023-10-0114185.792349726777
2023-11-0114874.316939890708
2023-12-0116540.983606557376
2024-01-0114174.863387978143
2024-02-0117207.65027322404
2024-03-0114732.24043715847
2024-04-0116224.043715846994
2024-05-0116469.945355191256
2024-06-0115431.693989071036
2024-07-0113136.612021857924
2024-08-0113404.371584699453
2024-09-0112732.24043715847
2024-10-0111387.978142076503
2024-11-0111874.31693989071
2024-12-0111945.355191256831
2025-01-0113163.934426229507
2025-02-0112185.792349726777
2025-03-0113732.240437158469
2025-04-0110420.765027322404
2025-05-0113852.459016393444
2025-06-0118683.060109289614
2025-07-0117163.93442622951
2025-08-0116857.92349726776
2025-09-0115956.284153005465
2025-10-0116349.726775956284
2025-11-0114584.699453551913
2025-12-0114415.300546448087
2026-01-0120169.398907103823
2026-02-0119928.96174863388
2026-03-0117229.508196721312
2026-04-0120885.24590163934
Annual Return Matrix
YearAnnual Return
20210.3570892723180794
2022-0.17025981205085683
20230.008327781479013918
2024-0.27783283779319456
20250.20677035681610256
20260.44882486732373006
Total Factor Risk
0.6815069336285263
VTI.US Exposure
-0.12925467009481284
VEA.US Exposure
0.12553637324272698
VWO.US Exposure
-0.027611902423021608
QQQ.US Exposure
0.25884288864709193
VTV.US Exposure
0.06219769071243623
IJR.US Exposure
0.19190674482876802
QUAL.US Exposure
-0.05856632943628976
SHV.US Exposure
0.3963187469718193
TLT.US Exposure
0.01979463910842993
LQD.US Exposure
0.004728148366458005
HYG.US Exposure
-0.0060595488257796405
GLD.US Exposure
-0.002614959110843974
USO.US Exposure
-0.0002654191095971608
VNQ.US Exposure
-0.028697094102831167
BTC-USD.CC Exposure
-0.004276311008253564
CPER.US Exposure
0.0347423655844868
VIX.INDX Exposure
-0.021436923555381952
UUP.US Exposure
-0.0019554763677109266
TIP.US Exposure
0.005098623438946681
Idiosyncratic Exposure
0.1815724131333589
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
68.2%

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$6.0B
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 →
+7.8%
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 →
+20.8%
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 →
10.7% 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 →
1.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allegro Microsystems Inc a high-risk investment?

Allegro Microsystems Inc (ALGM.US) has an annualized volatility of 68.2% and experienced a maximum drawdown of 63.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALGM.US has generated a Compound Annual Growth Rate (CAGR) of 14.3%. It has had a positive return in 67% 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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