Roctool

10-Year Study

ALROC.PA · Technology · FR · Common Stock

Executive Summary: Roctool has compounded at -18.0% annually over the last 10 years, with a maximum drawdown of 98.7% and an annualized volatility of 96.3%.

1Y CAGR
+270.0%
3Y CAGR
-29.9%
5Y CAGR
-15.2%
10Y CAGR
-18.0%

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 →
98.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
80.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +78.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -79.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-24.773.3-3.228.0————————61.7%
202512.4-5.1-10.7-15.0-11.8-1.7-11.9-5.0-0.8-49.4112.1134.246.7%
2024-14.6-7.7-15.2-28.6-2.9-44.4-6.88.1-11.7-36.240.00.0-79.5%
2023-1.10.6-7.2-14.92.6-3.95.6-1.8-27.9-22.818.610.8-41.3%
202221.1-22.3-10.45.58.8-11.4-5.420.2-7.37.6-2.0-10.3-14.5%
20210.98.7-4.80.8-6.7-11.2-7.05.935.715.822.18.578.9%
2020-23.0-14.3-18.38.745.5-11.0-14.5-4.0-12.6-10.610.810.7-40.3%
2019-8.9-6.9-3.1-22.3-4.14.345.1-4.07.128.0-21.03.8-0.0%
2018-14.6-3.2-6.6-2.80.0-7.20.89.3-17.0-19.7-2.6-16.6-58.4%
20176.7-2.8-7.110.28.96.28.0-10.5-0.1-12.431.4-0.136.1%
2016———-2.75.1-5.9-3.34.4-4.4-4.14.33.7-3.6%

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 96.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.0% of variance. Idiosyncratic stock-specific factors contribute 40.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019728.571428571428
2016-05-0110228.57142857143
2016-06-019628.57142857143
2016-07-019314.285714285714
2016-08-019728.571428571428
2016-09-019300
2016-10-018914.285714285714
2016-11-019300
2016-12-019642.857142857143
2017-01-0110285.714285714286
2017-02-0110000
2017-03-019285.714285714286
2017-04-0110228.57142857143
2017-05-0111142.857142857143
2017-06-0111828.571428571428
2017-07-0112771.42857142857
2017-08-0111428.571428571428
2017-09-0111414.285714285714
2017-10-0110000
2017-11-0113142.857142857143
2017-12-0113128.571428571428
2018-01-0111214.285714285714
2018-02-0110857.142857142857
2018-03-0110142.857142857143
2018-04-019857.142857142857
2018-05-019857.142857142857
2018-06-019142.857142857143
2018-07-019214.285714285716
2018-08-0110071.42857142857
2018-09-018357.142857142857
2018-10-016714.285714285715
2018-11-016542.857142857142
2018-12-015457.142857142857
2019-01-014971.428571428572
2019-02-014628.571428571429
2019-03-014485.714285714285
2019-04-013485.714285714286
2019-05-013342.857142857142
2019-06-013485.714285714286
2019-07-015057.142857142857
2019-08-014857.142857142857
2019-09-015200
2019-10-016657.142857142857
2019-11-015257.142857142857
2019-12-015457.142857142857
2020-01-014200
2020-02-013600
2020-03-012942.857142857143
2020-04-013200
2020-05-014657.142857142857
2020-06-014142.857142857142
2020-07-013542.8571428571427
2020-08-013399.9999999999995
2020-09-012971.4285714285716
2020-10-012657.1428571428573
2020-11-012942.857142857143
2020-12-013257.142857142857
2021-01-013285.714285714286
2021-02-013571.4285714285716
2021-03-013399.9999999999995
2021-04-013428.5714285714284
2021-05-013200
2021-06-012842.857142857143
2021-07-012642.857142857143
2021-08-012799.9999999999995
2021-09-013800
2021-10-014400
2021-11-015371.428571428572
2021-12-015828.571428571428
2022-01-017057.142857142858
2022-02-015485.714285714286
2022-03-014914.285714285715
2022-04-015185.714285714285
2022-05-015642.857142857143
2022-06-015000
2022-07-014728.571428571428
2022-08-015685.714285714286
2022-09-015271.428571428572
2022-10-015671.428571428572
2022-11-015557.142857142857
2022-12-014985.714285714286
2023-01-014928.571428571428
2023-02-014957.142857142857
2023-03-014600
2023-04-013914.2857142857147
2023-05-014014.285714285714
2023-06-013857.1428571428573
2023-07-014071.4285714285716
2023-08-013999.9999999999995
2023-09-012885.714285714286
2023-10-012228.5714285714284
2023-11-012642.857142857143
2023-12-012928.571428571428
2024-01-012500
2024-02-012307.142857142857
2024-03-011957.1428571428573
2024-04-011397.142857142857
2024-05-011357.142857142857
2024-06-01754.2857142857143
2024-07-01702.8571428571429
2024-08-01760
2024-09-01671.4285714285714
2024-10-01428.57142857142856
2024-11-01600
2024-12-01600
2025-01-01674.2857142857142
2025-02-01640
2025-03-01571.4285714285714
2025-04-01485.7142857142858
2025-05-01428.57142857142856
2025-06-01421.4285714285714
2025-07-01371.42857142857144
2025-08-01352.8571428571429
2025-09-01349.99999999999994
2025-10-01177.14285714285714
2025-11-01375.7142857142857
2025-12-01880
2026-01-01662.857142857143
2026-02-011148.5714285714287
2026-03-011111.4285714285713
2026-04-011422.857142857143
Annual Return Matrix
YearAnnual Return
20170.3614814814814815
2018-0.5843307943416758
20190
2020-0.40314136125654454
20210.7894736842105265
2022-0.14460784313725483
2023-0.4126074498567336
2024-0.7951219512195122
20250.4666666666666668
20260.6168831168831168
Total Factor Risk
0.9632705547476472
VTI.US Exposure
0.04088758942822569
VEA.US Exposure
0.03719314342264463
VWO.US Exposure
0.014564645338638549
QQQ.US Exposure
0.010531498223116833
VTV.US Exposure
-0.00012069042777674022
IJR.US Exposure
-0.0016415085571889311
QUAL.US Exposure
0.007347868176153194
SHV.US Exposure
0.43044237337129526
TLT.US Exposure
0.017257261183827612
LQD.US Exposure
-0.0007871025107283065
HYG.US Exposure
0.009572245051563727
GLD.US Exposure
0.002705804161846609
USO.US Exposure
0.008236400313949364
VNQ.US Exposure
0.0015692958148796352
BTC-USD.CC Exposure
0.004457943279851888
CPER.US Exposure
0.000304999308459176
VIX.INDX Exposure
0.0009067203713383315
UUP.US Exposure
0.006297313591249095
TIP.US Exposure
0.010029530021492924
Idiosyncratic Exposure
0.4002446704371614
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
96.3%

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$9.9M
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 →
+14.2%
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 →
+120.6%
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 →
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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Roctool a high-risk investment?

Roctool (ALROC.PA) has an annualized volatility of 96.3% and experienced a maximum drawdown of 98.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALROC.PA has generated a Compound Annual Growth Rate (CAGR) of -18.0%. It has had a positive return in 40% 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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