Alerus Financial Corp

10-Year Study

ALRS.US · Financial Services · US · Common Stock

Executive Summary: Alerus Financial Corp has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 53.8% and an annualized volatility of 32.9%.

1Y CAGR
+25.0%
3Y CAGR
+19.3%
5Y CAGR
-2.2%
10Y CAGR
+6.5%

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 →
53.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +23.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.9%
% 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.
20269.3-3.2-0.55.7————————11.3%
20259.9-3.6-8.47.75.74.0-2.35.30.3-4.62.05.621.7%
20241.4-4.01.0-9.8-1.82.514.50.02.9-11.68.9-11.8-10.7%
2023-11.9-2.8-18.9-10.315.89.010.0-1.4-5.8-4.85.523.6-0.2%
2022-3.21.5-3.3-7.6-0.6-5.53.5-3.6-6.20.96.1-0.5-17.9%
2021-12.114.38.8-3.514.6-11.5-3.76.80.75.1-4.1-2.29.2%
2020-7.7-3.0-18.52.96.69.8-1.96.2-4.29.711.714.523.3%
20193.9-1.3-0.6-1.8-1.81.33.90.411.3-0.50.15.922.0%
201811.21.23.23.17.60.31.3-3.2-4.0-9.6-1.8-10.9-3.7%
2017-1.95.07.02.1-0.52.12.23.31.4-0.5-0.21.623.3%
2016———-8.3-1.9-1.6-0.2-1.2-1.1-2.63.3-0.2-13.3%

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 32.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 54.5% of variance. Idiosyncratic stock-specific factors contribute 29.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019174.954156683756
2016-05-018999.94646036059
2016-06-018855.054811205848
2016-07-018834.977446426898
2016-08-018729.303583140367
2016-09-018628.98368379489
2016-10-018406.191859297827
2016-11-018684.664908781839
2016-12-018666.86297867784
2017-01-018498.614661830252
2017-02-018921.778586821218
2017-03-019548.59391521998
2017-04-019748.698317516832
2017-05-019697.43411278125
2017-06-019903.494799962522
2017-07-0110120.330339575163
2017-08-0110450.803763836651
2017-09-0110595.896186639182
2017-10-0110543.96273641097
2017-11-0110517.996011296864
2017-12-0110684.57121441287
2018-01-0111886.268420982184
2018-02-0112027.278446279663
2018-03-0112410.15379261421
2018-04-0112793.69838444138
2018-05-0113765.710537939525
2018-06-0113808.274551270899
2018-07-0113993.053231786484
2018-08-0113544.190279878465
2018-09-0113005.98305470413
2018-10-0111758.442531889548
2018-11-0111546.09093707754
2018-12-0110292.460280280013
2019-01-0110693.472179464872
2019-02-0110559.756930037076
2019-03-0110501.465647628862
2019-04-0110313.006116903802
2019-05-0110124.479661629479
2019-06-0110254.313287200011
2019-07-0110655.793658229713
2019-08-0110693.806802211187
2019-09-0111903.53495469208
2019-10-0111848.92452249334
2019-11-0111859.833224023236
2019-12-0112556.718555500527
2020-01-0111595.079707138173
2020-02-0111243.391200760265
2020-03-019161.435397732595
2020-04-019427.594330152187
2020-05-0110054.275809452425
2020-06-0111040.141344648044
2020-07-0110827.856674385299
2020-08-0111503.861546492484
2020-09-0111023.343282782991
2020-10-0112097.549223005983
2020-11-0113514.810402751938
2020-12-0115480.45133916023
2021-01-0113608.303998072573
2021-02-0115559.623080938552
2021-03-0116921.13611114829
2021-04-0116335.880927841952
2021-05-0118722.343430016997
2021-06-0116564.428263575646
2021-07-0115959.16264003962
2021-08-0117049.765094832084
2021-09-0117160.725997510406
2021-10-0118033.689818099076
2021-11-0117287.079546519257
2021-12-0116910.026635970604
2022-01-0116364.256936729531
2022-02-0116603.91374764091
2022-03-0116050.246951586782
2022-04-0114836.637175248627
2022-05-0114749.501412107991
2022-06-0113932.954986548166
2022-07-0114418.626440550923
2022-08-0113903.708958520167
2022-09-0113037.370668308547
2022-10-0113155.358648659501
2022-11-0113957.650145226271
2022-12-0113881.356159066268
2023-01-0112234.610699896935
2023-02-0111889.81542209313
2023-03-019646.236832594934
2023-04-018648.525652179733
2023-05-0110018.87272289221
2023-06-0110919.275608678776
2023-07-0112012.354271793982
2023-08-0111842.36591666555
2023-09-0111155.25156938068
2023-10-0110621.46136445771
2023-11-0111210.464322522788
2023-12-0113855.523283050688
2024-01-0114053.55302432038
2024-02-0113496.606925352356
2024-03-0113625.771305430259
2024-04-0112296.248209768308
2024-05-0112071.582497891877
2024-06-0112371.739101337154
2024-07-0114163.44313421049
2024-08-0114163.44313421049
2024-09-0114572.686752954718
2024-10-0112884.849620537807
2024-11-0114037.691906145013
2024-12-0112379.569273600944
2025-01-0113602.080014991101
2025-02-0113106.637576795922
2025-03-0112009.409591626401
2025-04-0112933.23606965507
2025-05-0113668.402243310891
2025-06-0114212.298055172598
2025-07-0113883.966216487532
2025-08-0114626.092543266723
2025-09-0114676.152106115565
2025-10-0114000.013384909853
2025-11-0114278.419509844602
2025-12-0115071.408494063791
2026-01-0116476.82402859017
2026-02-0115954.812544337514
2026-03-0115867.810630295407
2026-04-0116771.292045348073
Annual Return Matrix
YearAnnual Return
20170.23280721533258175
2018-0.036698799255876824
20190.2199919371618808
20200.23284210526315796
20210.09234713287680707
2022-0.1791050092411931
2023-0.0018609763858490336
2024-0.10652459523165492
20250.21744207419260664
20260.11278863232682057
Total Factor Risk
0.32932185078543785
VTI.US Exposure
-0.13093085323745715
VEA.US Exposure
-0.0035898673591407697
VWO.US Exposure
0.047610465488778585
QQQ.US Exposure
0.09568351904095515
VTV.US Exposure
0.07228022619960703
IJR.US Exposure
0.5445041428365955
QUAL.US Exposure
-0.023465288653379587
SHV.US Exposure
0.17214967930763772
TLT.US Exposure
-0.0006207610789428823
LQD.US Exposure
-0.0012844820506405451
HYG.US Exposure
-0.016019717692693877
GLD.US Exposure
-0.0032049037703332168
USO.US Exposure
0.005822777812507992
VNQ.US Exposure
-0.05763689767038436
BTC-USD.CC Exposure
-0.0059426769948754295
CPER.US Exposure
-0.011138003914246734
VIX.INDX Exposure
-0.010204605593414405
UUP.US Exposure
0.012449724253602475
TIP.US Exposure
0.017894705099634527
Idiosyncratic Exposure
0.29564281797619
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →35.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.52%
Market Cap$605.6M
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
$141
Avg Yield on Cost
1.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$140.541.41%Solid

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 →
+2.5%
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 →
+10.7%
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 →
3.8% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alerus Financial Corp a high-risk investment?

Alerus Financial Corp (ALRS.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 53.8% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, ALRS.US has generated a Compound Annual Growth Rate (CAGR) of 6.5%. 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.

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