Alumis Inc

10-Year Study

ALMS.US · Healthcare · US · Common Stock

Executive Summary: Alumis Inc has compounded at 41.1% annually over the last 10 years, with a maximum drawdown of 77.4% and an annualized volatility of 530.4%.

1Y CAGR
+753.1%
3Y CAGR
+41.1%
5Y CAGR
+41.1%
10Y CAGR
+41.1%

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 →
77.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
139.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +156.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 24.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026151.121.1-25.813.5————————156.1%
2025-4.8-37.832.0-32.6-15.5-14.338.012.1-14.019.061.527.224.2%
2024——————-7.53.3-15.96.0-18.2-15.1-40.9%

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 530.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.3% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-019248.12030075188
2024-08-019548.872180451126
2024-09-018030.075187969924
2024-10-018511.278195488721
2024-11-016962.4060150375935
2024-12-015909.774436090226
2025-01-015624.06015037594
2025-02-013496.2406015037595
2025-03-014616.541353383458
2025-04-013112.7819548872176
2025-05-012631.578947368421
2025-06-012255.6390977443607
2025-07-013112.7819548872176
2025-08-013488.7218045112777
2025-09-013000
2025-10-013571.4285714285716
2025-11-015766.917293233083
2025-12-017338.345864661654
2026-01-0118428.57142857143
2026-02-0122323.30827067669
2026-03-0116563.909774436088
2026-04-0118796.992481203008
Annual Return Matrix
YearAnnual Return
20250.24173027989821882
20261.5614754098360657
Total Factor Risk
5.30361360374738
VTI.US Exposure
-0.00362887427139134
VEA.US Exposure
-0.0049327116517714495
VWO.US Exposure
0.005648778936800699
QQQ.US Exposure
0.036262209294967686
VTV.US Exposure
0.061731476402773586
IJR.US Exposure
0.006552329998181311
QUAL.US Exposure
0.0005674352933374689
SHV.US Exposure
0.8329627316239684
TLT.US Exposure
0.0023066049597019866
LQD.US Exposure
-0.0008634347145675815
HYG.US Exposure
0.00028758805534770393
GLD.US Exposure
3.4260135785300824e-7
USO.US Exposure
0.00026358684777321237
VNQ.US Exposure
0.007098841891737035
BTC-USD.CC Exposure
0.006543861452056322
CPER.US Exposure
-0.00039104862766759136
VIX.INDX Exposure
0.002268443286583473
UUP.US Exposure
0.030727430053386854
TIP.US Exposure
0.005270405873949222
Idiosyncratic Exposure
0.011324002693475223
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
530.4%

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$3.0B
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 →
-2.8%
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 →
+100.9%
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 →
16.6% 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 Alumis Inc a high-risk investment?

Alumis Inc (ALMS.US) has an annualized volatility of 530.4% and experienced a maximum drawdown of 77.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALMS.US has generated a Compound Annual Growth Rate (CAGR) of 41.1%. It has had a positive return in 100% 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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