Hexaom

10-Year Study

ALHEX.PA · Consumer Cyclical · FR · Common Stock

Executive Summary: Hexaom has compounded at -0.2% annually over the last 10 years, with a maximum drawdown of 75.8% and an annualized volatility of 39.4%.

1Y CAGR
+9.6%
3Y CAGR
+26.9%
5Y CAGR
-3.8%
10Y CAGR
-0.2%

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 →
75.8%
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 →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +35.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.1%
% 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.
202610.5-0.6-15.411.3————————3.4%
2025-3.88.30.0-4.018.9-3.8-0.4-3.08.0-7.77.75.525.1%
20245.6-6.810.49.0-1.7-17.211.2-0.55.813.60.05.635.4%
20236.2-3.8-7.1-0.3-3.1-5.6-5.60.7-10.86.235.2-0.54.8%
20223.8-12.0-8.3-3.5-4.7-6.63.68.0-40.614.9-6.53.0-47.1%
2021-10.8-0.323.4-5.98.05.5-4.114.8-9.9-3.5-13.5-2.4-4.9%
2020-1.6-7.5-31.210.616.112.8-4.8-3.86.9-8.316.314.38.4%
20199.87.2-10.69.5-0.13.2-9.00.27.2-5.6-0.69.919.7%
2018-2.9-8.4-3.0-0.2-12.7-1.8-0.710.0-18.9-13.1-1.4-0.9-44.5%
20175.3-0.48.51.821.5-4.7-1.1-5.60.32.30.0-0.128.1%
2016———-4.72.4-2.49.2-1.89.11.1-4.94.612.1%

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 39.4%. The dominant macroeconomic risk driver is TIP.US, accounting for 21.9% of variance. Idiosyncratic stock-specific factors contribute 32.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019527.906030683976
2016-05-019758.135406620979
2016-06-019522.44402151804
2016-07-0110398.214605753887
2016-08-0110209.34857006307
2016-09-0111141.787499395481
2016-10-0111269.234379933945
2016-11-0110716.888703028855
2016-12-0111210.233301756094
2017-01-0111802.719056437916
2017-02-0111750.801521397136
2017-03-0112746.935443034374
2017-04-0112973.551927491828
2017-05-0115768.450638514561
2017-06-0115029.742346786377
2017-07-0114859.538175745834
2017-08-0114022.968886461329
2017-09-0114058.89866550599
2017-10-0114380.133079577492
2017-11-0114382.522708587589
2017-12-0114365.738409588103
2018-01-0113951.052432443195
2018-02-0112776.464430087706
2018-03-0112392.928973967268
2018-04-0112368.975787937496
2018-05-0110798.875736446678
2018-06-0110601.70289514934
2018-07-0110527.026988583832
2018-08-0111584.722305195452
2018-09-019394.684213371112
2018-10-018162.802010702125
2018-11-018050.830822800475
2018-12-017976.15491623497
2019-01-018760.095471368546
2019-02-019394.684213371112
2019-03-018399.233042879618
2019-04-019195.600692950742
2019-05-019183.157747093574
2019-06-019481.480249809021
2019-07-018625.423806258406
2019-08-018638.393618521788
2019-09-019260.980961488745
2019-10-018742.158627851164
2019-11-018690.276665788337
2019-12-019546.333109338952
2020-01-019390.686680548606
2020-02-018690.276665788337
2020-03-015979.4290908039475
2020-04-016614.986246034287
2020-05-017678.572165641796
2020-06-018664.335413455992
2020-07-018249.277003944067
2020-08-017937.983603761517
2020-09-018482.747732333304
2020-10-017782.337174971172
2020-11-019053.453113237434
2020-12-0110350.50921863232
2021-01-019235.040251758262
2021-02-019209.098456824058
2021-03-0111362.211005769557
2021-04-0110687.742785943492
2021-05-0111543.800314697828
2021-06-0112179.143684795266
2021-07-0111673.895621893282
2021-08-0113402.376636708072
2021-09-0112072.775271740846
2021-10-0111647.302704726888
2021-11-0110078.374852095589
2021-12-019839.046194024075
2022-01-0110211.334011908964
2022-02-018988.101602598017
2022-03-018243.52488162452
2022-04-017951.012559627656
2022-05-017578.724199140907
2022-06-017080.557090514
2022-07-017332.4350444072725
2022-08-017920.148823219949
2022-09-014701.7134861125705
2022-10-015401.373625102102
2022-11-015051.543555607336
2022-12-015205.468851297257
2023-01-015527.312602048738
2023-02-015317.414668872251
2023-03-014939.598280634202
2023-04-014925.60512126256
2023-05-014771.67982557264
2023-06-014505.809254909585
2023-07-014253.931572317243
2023-08-014281.917891060527
2023-09-013820.1422752916965
2023-10-014058.0267985123974
2023-11-015485.333123933813
2023-12-015457.34626258867
2024-01-015765.1968539685095
2024-02-015373.387306358818
2024-03-015933.115309030071
2024-04-016464.85645035618
2024-05-016352.911175383046
2024-06-015261.441488783824
2024-07-015849.15581019836
2024-08-015821.169491455076
2024-09-016157.0064015782
2024-10-016996.598134284149
2024-11-016996.598134284149
2024-12-017388.4071392919805
2025-01-017108.543409257284
2025-02-017696.25773067182
2025-03-017696.25773067182
2025-04-017388.4071392919805
2025-05-018787.726874669183
2025-06-018451.890507147918
2025-07-018420.597572668825
2025-08-018164.566001536035
2025-09-018818.86896583115
2025-10-018136.117928609756
2025-11-018761.973037019337
2025-12-019245.588431919754
2026-01-0110212.81922172059
2026-02-0110155.923292908778
2026-03-018591.285250583895
2026-04-019558.516040384731
Annual Return Matrix
YearAnnual Return
20170.28148433871913237
2018-0.4447793292051415
20190.1968590391728704
20200.08423926758921296
2021-0.04941428617710342
2022-0.47093765506875107
20230.04838707491807237
20240.3538461339609631
20250.2513642328603112
20260.03384615384615386
Total Factor Risk
0.3942403079232585
VTI.US Exposure
-0.0008473885248918507
VEA.US Exposure
0.17224852289211426
VWO.US Exposure
0.06129541008662708
QQQ.US Exposure
-0.026484837565282502
VTV.US Exposure
-0.009162230714816678
IJR.US Exposure
0.014544375159178903
QUAL.US Exposure
-0.015157765089443052
SHV.US Exposure
0.05894471134615902
TLT.US Exposure
0.006826199691109257
LQD.US Exposure
0.06382109100781111
HYG.US Exposure
0.10735079645913805
GLD.US Exposure
-0.008800042255248736
USO.US Exposure
0.038138618694438096
VNQ.US Exposure
0.023746152507730746
BTC-USD.CC Exposure
0.01126553349918525
CPER.US Exposure
-0.005915244600923123
VIX.INDX Exposure
-0.02926969918548026
UUP.US Exposure
-0.002923275785687951
TIP.US Exposure
0.21900852748884164
Idiosyncratic Exposure
0.3213705448894406
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.4%

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 →24.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.48%
Market Cap$224.8M
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 →
+1.5%
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 →
+7.6%
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 →
7.7% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hexaom a high-risk investment?

Hexaom (ALHEX.PA) has an annualized volatility of 39.4% and experienced a maximum drawdown of 75.8% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, ALHEX.PA has generated a Compound Annual Growth Rate (CAGR) of -0.2%. 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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