Logic Instrume

10-Year Study

ALLOG.PA · Technology · FR · Common Stock

Executive Summary: Logic Instrume has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 72.2% and an annualized volatility of 106.9%.

1Y CAGR
+15.7%
3Y CAGR
+81.7%
5Y CAGR
+27.3%
10Y CAGR
+11.0%

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 →
72.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +101.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -31.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.829.5-20.410.2————————10.5%
20259.621.439.7-6.612.227.4-1.3-7.76.4-10.2-22.921.1101.6%
202463.724.2-11.513.5-6.4-14.912.2-3.3-11.6-0.70.00.255.4%
20232.06.6-1.25.63.60.964.9-9.3-2.7-0.49.82.894.0%
2022-6.610.1-2.8-16.918.9-11.36.83.40.01.8-7.5-6.6-14.9%
20212.00.88.0-4.613.0-2.6-0.7-13.9-13.8-10.5-2.6-8.4-31.4%
2020-13.5-15.0-18.427.4-18.38.31.318.7-2.8-9.54.8-1.9-26.5%
201920.1-2.8-2.911.2-17.2-9.9-9.3-16.71.66.28.938.816.1%
201810.114.3-10.2-15.6-9.1-1.4-4.511.5-0.5-9.8-5.6-6.6-28.0%
201716.24.7-2.2-2.31.2-2.314.10.0-2.1-7.40.0-5.712.2%
2016———4.910.9-7.03.0-4.4-9.216.9-4.312.121.3%

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 106.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.0% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110491.803278688525
2016-05-0111639.344262295082
2016-06-0110819.672131147541
2016-07-0111147.54098360656
2016-08-0110655.737704918034
2016-09-019672.131147540984
2016-10-0111311.475409836065
2016-11-0110819.672131147541
2016-12-0112131.147540983608
2017-01-0114098.360655737704
2017-02-0114754.098360655738
2017-03-0114426.229508196722
2017-04-0114098.360655737704
2017-05-0114262.295081967213
2017-06-0113934.426229508197
2017-07-0115901.639344262296
2017-08-0115901.639344262296
2017-09-0115573.770491803278
2017-10-0114426.229508196722
2017-11-0114426.229508196722
2017-12-0113606.55737704918
2018-01-0114983.60655737705
2018-02-0117131.147540983606
2018-03-0115377.04918032787
2018-04-0112983.60655737705
2018-05-0111803.27868852459
2018-06-0111639.344262295082
2018-07-0111114.754098360658
2018-08-0112393.44262295082
2018-09-0112327.868852459016
2018-10-0111114.754098360658
2018-11-0110491.803278688525
2018-12-019803.27868852459
2019-01-0111770.491803278688
2019-02-0111442.622950819672
2019-03-0111114.754098360658
2019-04-0112360.655870593962
2019-05-0110229.50840778038
2019-06-019213.114371065234
2019-07-018360.655581364867
2019-08-016967.213310179163
2019-09-017081.967396814315
2019-10-017524.59002322838
2019-11-018196.72131147541
2019-12-0111377.049274131901
2020-01-019836.065964620622
2020-02-018360.655581364867
2020-03-016819.6722718535875
2020-04-018688.524121143779
2020-05-017098.360628378196
2020-06-017688.524781680498
2020-07-017786.885148189107
2020-08-019245.90181131832
2020-09-018983.60619779493
2020-10-018131.147408094563
2020-11-018524.589851254323
2020-12-018360.655581364867
2021-01-018524.589851254323
2021-02-018590.16375463517
2021-03-019278.68827444608
2021-04-018852.45936815856
2021-05-0110000.000234510078
2021-06-019737.70462098669
2021-07-019672.130717605842
2021-08-018327.869118237104
2021-09-017180.3277633229245
2021-10-016426.229340131165
2021-11-016262.295070241709
2021-12-015737.704820320254
2022-01-015360.655608724375
2022-02-015901.639578772373
2022-03-015737.704820320254
2022-04-014770.491943984735
2022-05-015672.130916939407
2022-06-015032.787068945462
2022-07-015377.049328850918
2022-08-015557.376830304256
2022-09-015557.376830304256
2022-10-015655.737685375526
2022-11-015229.508290525343
2022-12-014885.246030619887
2023-01-014983.606397128496
2023-02-015311.475425470071
2023-03-015245.901522089223
2023-04-015540.983598740374
2023-05-015737.704820320254
2023-06-015786.885003574559
2023-07-019540.98388796947
2023-08-018655.737658016018
2023-09-018426.229484745714
2023-10-018393.443021617952
2023-11-019213.114371065234
2023-12-019475.409984588623
2024-01-0115508.196392997366
2024-02-0119262.294300266953
2024-03-0117049.179702508645
2024-04-0119344.261435211683
2024-05-0118114.754411040758
2024-06-0115409.836026488756
2024-07-0117295.08110734283
2024-08-0116721.311162729733
2024-09-0114786.885410058694
2024-10-0114688.525043550084
2024-11-0114688.525043550084
2024-12-0114721.311506677848
2025-01-0116131.147986552754
2025-02-0119590.164794296517
2025-03-0127377.048476797638
2025-04-0125573.76955376297
2025-05-0128688.524590163932
2025-06-0136557.37736186043
2025-07-0136065.57455219206
2025-08-0133278.688055570005
2025-09-0135409.83747263424
2025-10-0131803.2796265649
2025-11-0124508.196721311477
2025-12-0129672.131147540982
2026-01-0128852.459016393444
2026-02-0137377.049180327864
2026-03-0129754.098360655735
2026-04-0132786.88524590164
Annual Return Matrix
YearAnnual Return
20170.12162162162162149
2018-0.2795180722891566
20190.16053512662549485
2020-0.2651297027978454
2021-0.313725489050276
2022-0.14857139159221977
20230.9395972946292517
20240.5536331969404462
20251.0155901961643283
20260.1049723756906078
Total Factor Risk
1.0692519358681398
VTI.US Exposure
-0.0021672792214350177
VEA.US Exposure
0.01066973850077885
VWO.US Exposure
0.008712716141554066
QQQ.US Exposure
-0.002377942045415499
VTV.US Exposure
-0.002991237905198648
IJR.US Exposure
-0.0016214033597901092
QUAL.US Exposure
0.0457389429574966
SHV.US Exposure
0.770322105299476
TLT.US Exposure
-0.0035954491538851014
LQD.US Exposure
0.011506228524935325
HYG.US Exposure
-0.0009093136605030706
GLD.US Exposure
-0.0005242362883314309
USO.US Exposure
0.0007368695695037354
VNQ.US Exposure
0.0017058956135336896
BTC-USD.CC Exposure
-0.00000998594100385791
CPER.US Exposure
-0.0006260049109014174
VIX.INDX Exposure
-0.0001018488982332242
UUP.US Exposure
0.01121473188361843
TIP.US Exposure
0.018634841218592362
Idiosyncratic Exposure
0.1356826316752084
Value Score
46
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
106.9%

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 →10.1x
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$19.9M
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 →
-0.5%
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 →
+1.9%
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 →
18.4% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Logic Instrume a high-risk investment?

Logic Instrume (ALLOG.PA) has an annualized volatility of 106.9% and experienced a maximum drawdown of 72.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALLOG.PA has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 60% 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 Logic Instrume

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

Start a Free Backtest