Allot Communications Ltd

10-Year Study

ALLT.US · Technology · US · Common Stock

Executive Summary: Allot Communications Ltd has compounded at 3.6% annually over the last 10 years, with a maximum drawdown of 93.2% and an annualized volatility of 100.6%.

1Y CAGR
-18.8%
3Y CAGR
+39.4%
5Y CAGR
-18.3%
10Y CAGR
+3.6%

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 →
93.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +260.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -71.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.0-35.55.06.9————————-27.6%
202540.2-29.0-3.54.244.9-0.8-9.51.634.6-9.0-0.52.665.2%
20247.320.95.6-5.80.58.426.314.2-11.215.827.036.2260.6%
202310.2-20.8-10.30.7-0.417.0-17.1-4.2-13.1-16.5-26.122.7-52.0%
2022-19.2-15.0-0.7-29.8-7.9-6.74.5-11.2-13.70.5-5.8-7.3-71.0%
202122.712.79.815.44.62.9-4.7-12.1-10.6-0.1-22.83.612.9%
202012.813.1-12.917.8-4.1-1.916.0-13.3-13.50.36.97.823.8%
201915.25.67.6-6.9-7.35.30.46.14.9-3.211.5-2.340.0%
2018-5.38.7-2.0-2.42.5-0.4-3.219.8-0.64.08.4-12.913.9%
20173.5-1.6-2.54.01.41.8-1.0-2.69.31.79.5-11.211.3%
2016———3.6-7.7-1.6-1.07.01.2-1.5-10.43.0-8.4%

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 100.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 13.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110363.288718929254
2016-05-019560.229445506691
2016-06-019407.265774378584
2016-07-019311.663479923518
2016-08-019961.759082217972
2016-09-0110076.481835564053
2016-10-019923.518164435945
2016-11-018891.013384321224
2016-12-019158.69980879541
2017-01-019483.747609942639
2017-02-019330.783938814531
2017-03-019101.33843212237
2017-04-019464.627151051625
2017-05-019598.470363288718
2017-06-019770.55449330784
2017-07-019674.95219885277
2017-08-019426.386233269597
2017-09-0110305.927342256213
2017-10-0110478.011472275335
2017-11-0111472.275334608028
2017-12-0110191.204588910132
2018-01-019655.831739961757
2018-02-0110497.131931166348
2018-03-0110286.8068833652
2018-04-0110038.240917782026
2018-05-0110286.8068833652
2018-06-0110248.565965583173
2018-07-019923.518164435945
2018-08-0111892.925430210324
2018-09-0111816.44359464627
2018-10-0112294.455066921604
2018-11-0113326.959847036329
2018-12-0111606.118546845124
2019-01-0113365.200764818355
2019-02-0114110.898661567877
2019-03-0115181.644359464628
2019-04-0114130.01912045889
2019-05-0113097.514340344167
2019-06-0113785.850860420649
2019-07-0113843.212237093689
2019-08-0114684.512428298278
2019-09-0115411.089866156788
2019-10-0114913.957934990438
2019-11-0116634.79923518164
2019-12-0116252.390057361374
2020-01-0118336.520076481836
2020-02-0120745.69789674952
2020-03-0118068.833652007645
2020-04-0121281.0707456979
2020-05-0120401.52963671128
2020-06-0120019.120458891015
2020-07-0123212.237093690248
2020-08-0120114.72275334608
2020-09-0117399.617590822178
2020-10-0117456.97896749522
2020-11-0118661.567877629062
2020-12-0120114.72275334608
2021-01-0124684.512428298276
2021-02-0127820.26768642447
2021-03-0130535.372848948373
2021-04-0135239.00573613767
2021-05-0136864.24474187381
2021-06-0137915.869980879535
2021-07-0136137.66730401529
2021-08-0131778.202676864243
2021-09-0128413.001912045886
2021-10-0128393.88145315487
2021-11-0121931.16634799235
2021-12-0122715.105162523898
2022-01-0118355.640535372844
2022-02-0115602.29445506692
2022-03-0115487.571701720839
2022-04-0110879.541108986614
2022-05-0110019.120458891013
2022-06-019349.904397705544
2022-07-019770.55449330784
2022-08-018680.688336520076
2022-09-017495.219885277245
2022-10-017533.4608030592735
2022-11-017093.690248565965
2022-12-016577.437858508603
2023-01-017246.653919694073
2023-02-015736.137667304014
2023-03-015143.4034416826
2023-04-015181.644359464627
2023-05-015162.523900573613
2023-06-016042.065009560229
2023-07-015009.560229445507
2023-08-014799.235181644359
2023-09-014168.260038240918
2023-10-013479.923518164436
2023-11-012571.7017208413
2023-12-013154.875717017208
2024-01-013384.321223709369
2024-02-014091.778202676864
2024-03-014321.223709369025
2024-04-014072.65774378585
2024-05-014091.778202676864
2024-06-014435.946462715105
2024-07-015602.294455066922
2024-08-016395.793499043977
2024-09-015678.7762906309745
2024-10-016577.437858508603
2024-11-018355.640535372848
2024-12-0111376.673040152962
2025-01-0115946.46271510516
2025-02-0111319.311663479923
2025-03-0110917.78202676864
2025-04-0111376.673040152962
2025-05-0116481.835564053534
2025-06-0116347.992351816443
2025-07-0114799.235181644359
2025-08-0115028.68068833652
2025-09-0120229.44550669216
2025-10-0118413.00191204589
2025-11-0118317.39961759082
2025-12-0118795.411089866157
2026-01-0118795.411089866157
2026-02-0112122.370936902484
2026-03-0112734.225621414915
2026-04-0113613.766730401529
Annual Return Matrix
YearAnnual Return
20170.11273486430062629
20180.1388367729831146
20190.40032948929159806
20200.23764705882352932
20210.12927756653992417
2022-0.7104377104377104
2023-0.5203488372093024
20242.6060606060606064
20250.6521008403361344
2026-0.27568667344862663
Total Factor Risk
1.0057098808191915
VTI.US Exposure
0.207865391872843
VEA.US Exposure
-0.014697407431507797
VWO.US Exposure
-0.010381004781997343
QQQ.US Exposure
-0.009777270319969679
VTV.US Exposure
-0.017795178696988625
IJR.US Exposure
0.03592437401838317
QUAL.US Exposure
-0.027654547289632406
SHV.US Exposure
0.5727425364721699
TLT.US Exposure
0.0053650756673483185
LQD.US Exposure
0.0697484856597624
HYG.US Exposure
-0.005307926203844007
GLD.US Exposure
0.0036071231609333533
USO.US Exposure
0.0023629227485339704
VNQ.US Exposure
-0.002266131703127322
BTC-USD.CC Exposure
0.00077242196076344
CPER.US Exposure
0.0034972991431662563
VIX.INDX Exposure
0.00008461894339193836
UUP.US Exposure
0.01273651127637302
TIP.US Exposure
0.037115202766273545
Idiosyncratic Exposure
0.13605750273712494
Value Score
14.5
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
100.6%

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 →88.9x
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$347.8M
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 →
-7.0%
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 →
-19.6%
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 →
38.1% 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 →
1.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allot Communications Ltd a high-risk investment?

Allot Communications Ltd (ALLT.US) has an annualized volatility of 100.6% and experienced a maximum drawdown of 93.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALLT.US has generated a Compound Annual Growth Rate (CAGR) of 3.6%. It has had a positive return in 70% 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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