ALL-P-J

10-Year Study

ALL-P-J.US · · US · Common Stock

Executive Summary: ALL-P-J has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 8.2% and an annualized volatility of 32.7%.

1Y CAGR
-2.4%
3Y CAGR
-0.6%
5Y CAGR
-0.6%
10Y CAGR
-0.6%

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 →
8.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-1.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -1.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-0.1-4.72.0————————-1.3%
2025-0.22.3-3.81.30.1-1.73.21.2-2.80.20.0-0.9-1.2%
20240.80.0-1.4-0.62.1-1.9-0.41.72.4-1.70.2-2.4-1.4%
2023—————1.10.4-1.5-0.4-2.23.61.12.2%

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 32.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 94.8% of variance. Idiosyncratic stock-specific factors contribute 1.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110113.50737797957
2023-07-0110155.12674990541
2023-08-0110007.56715853197
2023-09-019965.94778660613
2023-10-019750.283768444948
2023-11-0110105.940219447597
2023-12-0110215.664018161182
2024-01-0110298.902762012865
2024-02-0110302.68634127885
2024-03-0110158.910329171398
2024-04-0110094.58948164964
2024-05-0110302.68634127885
2024-06-0110109.723798713583
2024-07-0110068.10442678774
2024-08-0110234.58191449111
2024-09-0110480.514566780175
2024-10-0110298.902762012865
2024-11-0110317.820658342791
2024-12-0110071.888006053727
2025-01-0110056.753688989784
2025-02-0110291.335603480893
2025-03-019901.626939084375
2025-04-0110034.052213393872
2025-05-0110045.402951191829
2025-06-019871.35830495649
2025-07-0110185.395384033296
2025-08-0110306.469920544834
2025-09-0110022.701475595914
2025-10-0110037.835792659856
2025-11-0110041.61937192584
2025-12-019954.597048808173
2026-01-0110109.723798713583
2026-02-0110102.156640181613
2026-03-019625.425652667423
2026-04-019822.171774498676
Annual Return Matrix
YearAnnual Return
2024-0.014074074074074017
2025-0.011645379413974588
2026-0.013302926643861568
Total Factor Risk
0.32742318340974064
VTI.US Exposure
0.019520756454270285
VEA.US Exposure
0.009532356613234087
VWO.US Exposure
-0.000839815646133063
QQQ.US Exposure
-0.002802939981020887
VTV.US Exposure
0.0010302905259219131
IJR.US Exposure
-0.002308429062759839
QUAL.US Exposure
-0.007720279574224546
SHV.US Exposure
0.9477616117273637
TLT.US Exposure
0.010934932054039
LQD.US Exposure
-0.0006264536393599241
HYG.US Exposure
0.012200602720405785
GLD.US Exposure
-0.0004943305018812698
USO.US Exposure
-0.00018677982076684358
VNQ.US Exposure
-0.0011476040986366412
BTC-USD.CC Exposure
-0.0007431635238574968
CPER.US Exposure
0.00046983454731589066
VIX.INDX Exposure
0.0007186317949587518
UUP.US Exposure
-0.00014462863666875786
TIP.US Exposure
0.0045240793903261085
Idiosyncratic Exposure
0.010321328657473698
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
32.7%

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 →
-1.4%
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 →
-2.6%
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 →
5.6% 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-J a high-risk investment?

ALL-P-J (ALL-P-J.US) has an annualized volatility of 32.7% and experienced a maximum drawdown of 8.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALL-P-J.US has generated a Compound Annual Growth Rate (CAGR) of -0.6%. It has had a positive return in 0% 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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