Allogene Therapeutics Inc

10-Year Study

ALLO.US · Healthcare · US · Common Stock

Executive Summary: Allogene Therapeutics Inc has compounded at -26.6% annually over the last 10 years, with a maximum drawdown of 97.7% and an annualized volatility of 74.2%.

1Y CAGR
+115.9%
3Y CAGR
-23.9%
5Y CAGR
-38.4%
10Y CAGR
-26.6%

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 →
97.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
68.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +73.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -57.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
13%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202634.351.1-12.2-2.9————————73.0%
2025-15.58.3-25.115.1-30.4-3.48.8-8.19.70.017.7-6.2-35.7%
20249.739.5-9.0-38.3-9.4-6.826.2-10.56.5-8.7-2.9-14.1-33.6%
202322.7-17.7-22.29.9-3.3-5.3-0.2-21.6-18.5-11.0-16.736.6-49.0%
2022-23.3-20.1-0.4-8.3-5.043.813.95.6-21.2-4.6-4.3-36.2-57.8%
202137.50.01.7-12.4-16.91.5-15.88.77.8-32.97.3-19.3-40.9%
2020-16.424.3-28.048.766.6-11.1-14.4-2.85.8-10.1-8.5-18.7-2.8%
201912.64.5-8.83.6-12.42.415.5-12.20.15.7-2.2-7.8-3.5%
2018——————————30.3-13.912.2%

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 74.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 27.1% of variance. Idiosyncratic stock-specific factors contribute 37.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0113027.905039566847
2018-12-0111216.159933361098
2019-01-0112632.236568096625
2019-02-0113198.667221990836
2019-03-0112040.816326530612
2019-04-0112473.969179508536
2019-05-0110924.614743856726
2019-06-0111182.840483132028
2019-07-0112911.286963765097
2019-08-0111341.107871720114
2019-09-0111351.5201999167
2019-10-0111995.002082465639
2019-11-0111736.776343190337
2019-12-0110820.491461890877
2020-01-019046.230737192835
2020-02-0111245.314452311537
2020-03-018096.626405664307
2020-04-0112036.651395251976
2020-05-0120058.30903790087
2020-06-0117834.235735110367
2020-07-0115272.802998750522
2020-08-0114847.980008329861
2020-09-0115705.955851728446
2020-10-0114127.446897126198
2020-11-0112932.111620158266
2020-12-0110512.28654727197
2021-01-0114452.311536859641
2021-02-0114456.476468138275
2021-03-0114702.207413577675
2021-04-0112877.967513536027
2021-05-0110703.873386089128
2021-06-0110862.140774677217
2021-07-019142.024156601416
2021-08-019933.361099541857
2021-09-0110703.873386089128
2021-10-017180.341524364847
2021-11-017700.957934194084
2021-12-016214.077467721782
2022-01-014768.846314035818
2022-02-013810.9121199500205
2022-03-013794.2523948354847
2022-04-013477.7176176593084
2022-05-013302.7905039566845
2022-06-014748.021657642648
2022-07-015406.0807996668045
2022-08-015710.12078300708
2022-09-014498.125780924615
2022-10-014289.879216992919
2022-11-014106.622240733027
2022-12-012619.7417742607245
2023-01-013215.3269471053723
2023-02-012644.731361932528
2023-03-012057.476051645148
2023-04-012261.5576842982086
2023-05-012186.5889212827988
2023-06-012069.9708454810493
2023-07-012065.8059142024154
2023-08-011620.158267388588
2023-09-011320.283215326947
2023-10-011174.5106205747604
2023-11-01978.7588504789671
2023-12-011336.9429404414825
2024-01-011466.0558100791334
2024-02-012044.981257809246
2024-03-011861.7242815493544
2024-04-011149.521032902957
2024-05-011041.2328196584756
2024-06-01970.4289879216993
2024-07-011224.4897959183672
2024-08-011095.3769262807164
2024-09-011166.1807580174925
2024-10-011064.1399416909621
2024-11-011032.9029571012077
2024-12-01887.1303623490212
2025-01-01749.6876301541024
2025-02-01812.161599333611
2025-03-01608.0799666805497
2025-04-01699.7084548104955
2025-05-01487.29695960016653
2025-06-01470.6372344856309
2025-07-01512.28654727197
2025-08-01470.6372344856309
2025-09-01516.4514785506038
2025-10-01516.4514785506038
2025-11-01608.0799666805497
2025-12-01570.5955851728447
2026-01-01766.3473552686381
2026-02-011157.8508954602248
2026-03-011016.2432319866721
2026-04-01987.0887130362349
Annual Return Matrix
YearAnnual Return
2019-0.03527664314890455
2020-0.02848344880677456
2021-0.4088748019017432
2022-0.5784182305630027
2023-0.4896661367249603
2024-0.33644859813084116
2025-0.35680751173708913
20260.7299270072992701
Total Factor Risk
0.7421313623078349
VTI.US Exposure
0.19639845238247694
VEA.US Exposure
0.27076445165308616
VWO.US Exposure
-0.04283614350780592
QQQ.US Exposure
-0.0436973820084078
VTV.US Exposure
-0.024075679539936546
IJR.US Exposure
0.035036828238629095
QUAL.US Exposure
0.0343528178154485
SHV.US Exposure
0.017574080426004706
TLT.US Exposure
0.05024890018439697
LQD.US Exposure
-0.009997358173359871
HYG.US Exposure
-0.004322904471164954
GLD.US Exposure
0.00562898255740477
USO.US Exposure
-0.0030932783308178185
VNQ.US Exposure
0.1003440222244129
BTC-USD.CC Exposure
0.0035855915574776248
CPER.US Exposure
-0.0012154747557879928
VIX.INDX Exposure
-0.01896231860388918
UUP.US Exposure
-0.00576450325153787
TIP.US Exposure
0.06870144380139419
Idiosyncratic Exposure
0.37132947180197606
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
74.2%

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$604.6M
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 →
+2.6%
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 →
+52.2%
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 →
22.5% 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 →
0.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allogene Therapeutics Inc a high-risk investment?

Allogene Therapeutics Inc (ALLO.US) has an annualized volatility of 74.2% and experienced a maximum drawdown of 97.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ALLO.US has generated a Compound Annual Growth Rate (CAGR) of -26.6%. It has had a positive return in 13% 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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