Mauna Kea Technologies SAS

10-Year Study

ALMKT.PA · Healthcare · FR · Common Stock

Executive Summary: Mauna Kea Technologies SAS has compounded at -21.7% annually over the last 10 years, with a maximum drawdown of 98.5% and an annualized volatility of 104.9%.

1Y CAGR
+126.7%
3Y CAGR
-35.7%
5Y CAGR
-32.0%
10Y CAGR
-21.7%

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 →
98.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +155.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -64.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202694.317.018.4-5.3————————155.0%
20259.0-12.04.8-43.6-7.819.1-1.71.0-18.314.7-18.2-8.4-56.5%
2024-3.2-4.8-1.4-6.15.7-11.41.2-5.1-2.1-26.0-33.3-3.9-64.3%
202339.54.1-5.3-2.822.0-3.8-3.7-8.5-2.4-19.6-7.012.513.5%
2022-21.8-9.912.1-9.1-5.3-5.840.018.8-29.2-7.8-13.9-9.4-45.8%
202122.03.5-3.5-11.1-13.0-9.0-8.217.4-10.9-12.1-13.1-7.6-41.9%
202015.7-21.6-24.936.6-5.06.3-7.2-0.3-7.1-5.331.0-3.8-3.7%
20197.7-5.8-25.515.8-16.835.1-20.8-2.0-23.1-26.127.822.6-32.0%
20180.9-36.80.2-8.17.7-17.317.7-0.7-2.1-3.5-7.3-20.9-57.6%
2017-2.31.71.3-20.16.2-1.6-22.48.122.587.4-4.31.357.0%
2016———-3.1-2.8-17.5-12.619.678.11.5-7.3-1.634.2%

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 104.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019688.888888888889
2016-05-019422.222222222223
2016-06-017777.777777777778
2016-07-016800.000000000001
2016-08-018133.333333333334
2016-09-0114488.888888888889
2016-10-0114711.11111111111
2016-11-0113644.444444444443
2016-12-0113422.222222222223
2017-01-0113111.111111111111
2017-02-0113333.333333333332
2017-03-0113511.111111111111
2017-04-0110800
2017-05-0111466.666666666668
2017-06-0111288.888888888889
2017-07-018755.555555555555
2017-08-019466.666666666666
2017-09-0111600
2017-10-0121733.333333333332
2017-11-0120800
2017-12-0121066.666666666668
2018-01-0121266.666666666668
2018-02-0113444.444444444443
2018-03-0113466.666666666666
2018-04-0112377.77777777778
2018-05-0113333.333333333332
2018-06-0111022.222222222223
2018-07-0112977.777777777777
2018-08-0112888.888888888887
2018-09-0112622.22222222222
2018-10-0112177.77777777778
2018-11-0111288.888888888889
2018-12-018933.333333333332
2019-01-019622.222222222223
2019-02-019066.666666666668
2019-03-016755.555555555556
2019-04-017822.222222222223
2019-05-016506.666666666666
2019-06-018791.111111111111
2019-07-016960.000000000001
2019-08-016817.777777777778
2019-09-015244.444444444443
2019-10-013875.555555555555
2019-11-014951.111111111111
2019-12-016071.111111111111
2020-01-017022.222222222223
2020-02-015502.222222222222
2020-03-014133.333333333333
2020-04-015644.444444444444
2020-05-015360
2020-06-015697.777777777778
2020-07-015288.888888888889
2020-08-015271.111111111111
2020-09-014897.777777777778
2020-10-014640
2020-11-016080.000000000001
2020-12-015848.888888888889
2021-01-017137.777777777778
2021-02-017386.666666666666
2021-03-017128.888888888889
2021-04-016337.777777777777
2021-05-015511.111111111111
2021-06-015013.333333333333
2021-07-014604.444444444444
2021-08-015404.444444444444
2021-09-014817.777777777778
2021-10-014235.555555555555
2021-11-013680
2021-12-013400.0000000000005
2022-01-012657.777777777778
2022-02-012395.5555555555557
2022-03-012684.4444444444443
2022-04-012440
2022-05-012311.1111111111113
2022-06-012177.777777777778
2022-07-013048.888888888889
2022-08-013622.222222222222
2022-09-012564.4444444444443
2022-10-012364.4444444444443
2022-11-012035.5555555555557
2022-12-011844.4444444444443
2023-01-012573.333333333333
2023-02-012680
2023-03-012537.777777777778
2023-04-012466.666666666667
2023-05-013008.888888888889
2023-06-012893.3333333333335
2023-07-012786.6666666666665
2023-08-012551.111111111111
2023-09-012488.888888888889
2023-10-012000
2023-11-011860
2023-12-012093.333333333333
2024-01-012026.6666666666665
2024-02-011928.888888888889
2024-03-011902.2222222222222
2024-04-011786.6666666666667
2024-05-011888.888888888889
2024-06-011673.3333333333333
2024-07-011693.3333333333333
2024-08-011606.6666666666665
2024-09-011573.3333333333333
2024-10-011164.4444444444446
2024-11-01776.8888888888889
2024-12-01746.6666666666667
2025-01-01814.2222222222223
2025-02-01716.4444444444446
2025-03-01751.1111111111112
2025-04-01424
2025-05-01391.1111111111111
2025-06-01465.7777777777778
2025-07-01457.77777777777777
2025-08-01462.22222222222223
2025-09-01377.77777777777777
2025-10-01433.33333333333337
2025-11-01354.6666666666667
2025-12-01324.88888888888886
2026-01-01631.1111111111111
2026-02-01738.6666666666666
2026-03-01874.6666666666666
2026-04-01828.4444444444445
Annual Return Matrix
YearAnnual Return
20170.5695364238410596
2018-0.5759493670886077
2019-0.3203980099502486
2020-0.03660322108345537
2021-0.418693009118541
2022-0.4575163398692811
20230.13493975903614452
2024-0.643312101910828
2025-0.5648809523809524
20261.549931600547196
Total Factor Risk
1.049151397718422
VTI.US Exposure
0.14423904193225998
VEA.US Exposure
0.04265204080150327
VWO.US Exposure
-0.0021675310083384206
QQQ.US Exposure
0.17269877598471808
VTV.US Exposure
0.07538746047063971
IJR.US Exposure
0.010769709821261722
QUAL.US Exposure
0.005128565213522859
SHV.US Exposure
0.311289813763613
TLT.US Exposure
0.0031880694340331497
LQD.US Exposure
-0.0005900527168179977
HYG.US Exposure
0.00237827175452803
GLD.US Exposure
0.007181458633288515
USO.US Exposure
0.009810594149995949
VNQ.US Exposure
0.016978136754575362
BTC-USD.CC Exposure
0.0008801888506466473
CPER.US Exposure
0.0007795677313702797
VIX.INDX Exposure
-0.0005560688926292774
UUP.US Exposure
0.03965597058155638
TIP.US Exposure
0.015148157172839474
Idiosyncratic Exposure
0.14514782956743316
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
104.9%

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 →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$36.8M
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 →
+10.2%
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 →
+62.7%
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 →
14.5% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mauna Kea Technologies SAS a high-risk investment?

Mauna Kea Technologies SAS (ALMKT.PA) has an annualized volatility of 104.9% and experienced a maximum drawdown of 98.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALMKT.PA has generated a Compound Annual Growth Rate (CAGR) of -21.7%. It has had a positive return in 30% 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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