ALL-P-H

10-Year Study

ALL-P-H.US · Other · US · Preferred Stock

Executive Summary: ALL-P-H has compounded at -2.7% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 30.1%.

1Y CAGR
+1.1%
3Y CAGR
-0.4%
5Y CAGR
-5.3%
10Y CAGR
-2.7%

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 →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +12.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.9-1.2-7.16.2————————0.2%
20252.4-1.1-5.3-1.30.2-0.95.01.01.8-2.0-2.7-1.2-4.3%
202412.0-2.1-3.5-4.52.9-1.0-0.88.15.0-7.40.0-4.03.2%
202321.3-5.4-1.16.1-10.93.5-2.1-7.2-2.2-2.816.5-4.27.1%
2022-5.0-1.7-2.0-10.18.2-7.59.5-9.6-5.2-6.410.6-8.9-27.0%
2021-4.3-3.04.11.10.42.6-1.6-1.90.8-1.0-2.22.3-2.9%
20202.0-2.5-8.011.72.0-2.46.40.0-0.70.01.92.412.1%
2019——————————-2.42.1-0.3%

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 30.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.9% of variance. Idiosyncratic stock-specific factors contribute 8.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-019759.805253985258
2019-12-019965.663623427083
2020-01-0110162.60812560958
2020-02-019905.385095054602
2020-03-019114.609148905553
2020-04-0110183.313880050526
2020-05-0110384.855219608911
2020-06-0110137.025726300306
2020-07-0110784.580208816335
2020-08-0110784.580208816335
2020-09-0110704.635210974851
2020-10-0110704.635210974851
2020-11-0110908.494955470636
2020-12-0111172.313448347537
2021-01-0110692.643461298627
2021-02-0110372.863469932687
2021-03-0110796.571958492557
2021-04-0110916.489455254785
2021-05-0110960.459204067603
2021-06-0111248.26119629695
2021-07-0111072.38220104568
2021-08-0110856.530706873671
2021-09-0110944.470204499303
2021-10-0110832.547207521226
2021-11-0110596.709463888845
2021-12-0110844.538957197447
2022-01-0110300.912971875348
2022-02-0110129.031226516156
2022-03-019929.168731912445
2022-04-018925.859009001806
2022-05-019661.35298914347
2022-06-018937.85075867803
2022-07-019789.264985689844
2022-08-018845.914011160321
2022-09-018390.227523463856
2022-10-017854.596037925907
2022-11-018690.021265369425
2022-12-017918.552036199095
2023-01-019601.394240762356
2023-02-019085.749004684778
2023-03-018981.820507490846
2023-04-019533.440992597094
2023-05-018498.153270549863
2023-06-018793.949762563358
2023-07-018606.079017635868
2023-08-017986.505284364358
2023-09-017810.626289113091
2023-10-017594.7747949410805
2023-11-018845.914011160321
2023-12-018478.167021089492
2024-01-019497.465743568426
2024-02-019293.605999072639
2024-03-018969.828757814625
2024-04-018570.1037686072
2024-05-018821.930511807876
2024-06-018729.993764290168
2024-07-018662.040516124907
2024-08-019365.556497129974
2024-09-019829.237484610589
2024-10-019101.738004253073
2024-11-019105.73525414515
2024-12-018745.982763858465
2025-01-018957.8370081384
2025-02-018861.90301072862
2025-03-018394.224773355932
2025-04-018286.299026269926
2025-05-018306.285275730299
2025-06-018234.33477767296
2025-07-018646.051516556608
2025-08-018733.991014182244
2025-09-018889.883759973138
2025-10-018710.007514829796
2025-11-018474.169771197416
2025-12-018370.241274003485
2026-01-018614.073517420016
2026-02-018510.145020226084
2026-03-017902.563036630799
2026-04-018390.227523463856
Annual Return Matrix
YearAnnual Return
20200.1210807298456158
2021-0.029338103756708422
2022-0.2698120162182086
20230.07067137809187285
20240.031588873173031606
2025-0.042961608775136995
20260.002387774594078129
Total Factor Risk
0.3007578754115128
VTI.US Exposure
0.18639201048349072
VEA.US Exposure
0.04194357437904416
VWO.US Exposure
0.006149045244028305
QQQ.US Exposure
-0.06903225306480679
VTV.US Exposure
-0.03993150439318891
IJR.US Exposure
-0.0021787303702875383
QUAL.US Exposure
-0.00018162136229410767
SHV.US Exposure
0.5386397171942585
TLT.US Exposure
-0.03789582323877657
LQD.US Exposure
0.24968240480863368
HYG.US Exposure
0.04171209574046114
GLD.US Exposure
-0.0005275613799533857
USO.US Exposure
-0.000619118591288721
VNQ.US Exposure
0.012680000879543244
BTC-USD.CC Exposure
0.0062574078115763595
CPER.US Exposure
0.003917963138732291
VIX.INDX Exposure
-0.008401116526515661
UUP.US Exposure
-0.00911445730830531
TIP.US Exposure
-0.0028447169560849193
Idiosyncratic Exposure
0.08335268351173367
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
30.1%

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$0
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 →
+0.4%
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 →
-2.4%
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 →
9.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALL-P-H a high-risk investment?

ALL-P-H (ALL-P-H.US) has an annualized volatility of 30.1% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALL-P-H.US?

Over the past 10 years, ALL-P-H.US has generated a Compound Annual Growth Rate (CAGR) of -2.7%. It has had a positive return in 57% 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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