Alight Inc

10-Year Study

ALIT.US · Technology · US · Common Stock

Executive Summary: Alight Inc has compounded at -37.7% annually over the last 10 years, with a maximum drawdown of 94.7% and an annualized volatility of 107.6%.

1Y CAGR
-89.9%
3Y CAGR
-57.9%
5Y CAGR
-42.6%
10Y CAGR
-37.7%

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 →
94.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +2.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -70.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-21.5-42.5-33.810.7————————-66.9%
2025-1.0-0.3-12.7-13.86.84.4-5.3-27.6-15.1-11.7-19.8-14.1-70.6%
20244.61.09.3-8.4-14.1-4.82.6-1.5-0.8-6.415.4-13.1-18.5%
202312.32.2-4.10.4-8.59.25.8-21.9-7.2-6.315.211.52.0%
2022-10.68.1-4.7-13.7-5.0-17.311.74.5-7.013.14.1-3.1-22.7%
20210.3-7.2-3.50.13.5-6.1-3.716.84.5-5.2-4.43.9-3.3%
2020———————-1.82.6-3.01.59.68.8%

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 107.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.3% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-019824.920557320947
2020-09-0110077.914935223662
2020-10-019776.338303593255
2020-11-019922.186914364867
2020-12-0110875.499062983787
2021-01-0110904.729894891223
2021-02-0110116.821478041227
2021-03-019766.560743094598
2021-04-019776.338303593255
2021-05-0110116.821478041227
2021-06-019503.890654281757
2021-07-019153.731768923653
2021-08-0110690.743909394607
2021-09-0111167.399983704066
2021-10-0110583.699991852034
2021-11-0110116.821478041227
2021-12-0110515.664466715552
2022-01-019396.948586327711
2022-02-0110155.728020858794
2022-03-019679.071946549335
2022-04-018356.045791575001
2022-05-017937.749531491892
2022-06-016566.141122789863
2022-07-017334.698117819604
2022-08-017665.4037317689235
2022-09-017130.387843233112
2022-10-018064.246720443249
2022-11-018394.952334392568
2022-12-018132.384095168256
2023-01-019134.27849751487
2023-02-019338.58877210136
2023-03-018959.199054835817
2023-04-018998.105597653384
2023-05-018229.650452212172
2023-06-018988.32803715473
2023-07-019513.668214780411
2023-08-017431.96447486352
2023-09-016896.948586327711
2023-10-016459.199054835818
2023-11-017441.640185773649
2023-12-018297.68597734865
2024-01-018677.075694614194
2024-02-018764.666340747983
2024-03-019581.805589505419
2024-04-018774.342051658112
2024-05-017538.906542817567
2024-06-017179.071946549336
2024-07-017363.827100138516
2024-08-017256.885032184469
2024-09-017198.525217958119
2024-10-016741.322415057442
2024-11-017782.123360221624
2024-12-016765.35891794997
2025-01-016696.915994459383
2025-02-016677.36087346207
2025-03-015831.601890328363
2025-04-015025.25869795486
2025-05-015369.4084575898305
2025-06-015607.227246801923
2025-07-015310.030147478203
2025-08-013843.803471033977
2025-09-013262.7515684836635
2025-10-012882.445204921372
2025-11-012311.985659577935
2025-12-011986.0669762894156
2026-01-011558.2987044732338
2026-02-01896.2763790434286
2026-03-01593.7831011162714
2026-04-01657.540943534588
Annual Return Matrix
YearAnnual Return
2021-0.033086720359618016
2022-0.22664096777630338
20230.02032637419063965
2024-0.18466920338775006
2025-0.7064358298833271
2026-0.668923076923077
Total Factor Risk
1.0757322483887326
VTI.US Exposure
0.1661901968708278
VEA.US Exposure
-0.0156537503334532
VWO.US Exposure
0.00811268588604815
QQQ.US Exposure
-0.01767890989336021
VTV.US Exposure
0.010209031810410147
IJR.US Exposure
0.004200797252054419
QUAL.US Exposure
-0.014885354459789054
SHV.US Exposure
0.742628796562533
TLT.US Exposure
-0.0012683180861637097
LQD.US Exposure
0.016030893957408383
HYG.US Exposure
0.018417520407389948
GLD.US Exposure
0.0005662662443929876
USO.US Exposure
0.0029647010980942755
VNQ.US Exposure
-0.00975997435127882
BTC-USD.CC Exposure
0.003720207083552895
CPER.US Exposure
0.002606637627636985
VIX.INDX Exposure
-0.005105081308769791
UUP.US Exposure
0.008735409024707416
TIP.US Exposure
0.0004431609048102739
Idiosyncratic Exposure
0.0795250837029481
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
107.6%

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 →27.70%
Market Cap$300.0M
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 →
-25.4%
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 →
-74.8%
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 →
88.9% 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 →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alight Inc a high-risk investment?

Alight Inc (ALIT.US) has an annualized volatility of 107.6% and experienced a maximum drawdown of 94.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALIT.US has generated a Compound Annual Growth Rate (CAGR) of -37.7%. It has had a positive return in 17% 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.

Run a Full Backtest on Alight Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest