Altimmune Inc

10-Year Study

ALT.US · Healthcare · US · Common Stock

Executive Summary: Altimmune Inc has compounded at -41.1% annually over the last 10 years, with a maximum drawdown of 99.8% and an annualized volatility of 144.3%.

1Y CAGR
-37.9%
3Y CAGR
-4.7%
5Y CAGR
-23.0%
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 →
99.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
150.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +496.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -96.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202655.1-23.0-28.514.0————————-2.8%
2025-7.90.2-24.85.03.4-28.7-4.73.8-1.67.429.9-31.4-49.9%
2024-16.128.2-15.9-35.714.7-11.5-4.45.3-8.49.827.2-15.9-35.9%
2023-17.1-7.7-66.519.7-20.0-12.6-6.2-23.62.8-7.331.1256.0-31.6%
2022-11.9-8.2-17.8-25.811.9131.22.683.8-42.2-1.8-20.765.379.6%
202126.611.6-11.42.4-12.6-22.1-7.965.3-24.5-4.5-2.9-12.7-18.8%
2020-9.0115.1-13.2-5.0204.315.4148.2-36.5-21.8-13.36.8-7.8496.8%
201954.9-15.77.8-1.4-15.0-2.10.8-12.1-7.6-2.1-4.73.8-8.3%
2018-9.0-12.7-26.6-37.5-15.9-27.1-25.1-3.9-54.2-13.4-5.8-42.6-96.5%
2017-4.6-70.9-9.8-10.4-41.5-24.7-21.30.0-7.93.4-24.69.9-93.9%
2016———25.9-5.98.94.91.611.5-5.210.96.672.0%

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 144.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.0% of variance. Idiosyncratic stock-specific factors contribute 22.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112592.590889239398
2016-05-0111851.844317789653
2016-06-0112910.051178622465
2016-07-0113544.96468192149
2016-08-0113756.611360688385
2016-09-0115343.90573213661
2016-10-0114550.261199712664
2016-11-0116137.562646628
2016-12-0117195.762431993706
2017-01-0116402.112592969428
2017-02-014775.940298623627
2017-03-014306.30616925897
2017-04-013856.8388900219466
2017-05-012255.3051410167127
2017-06-011698.1121061772897
2017-07-011337.2632836146154
2017-08-011337.2632836146154
2017-09-011231.131276978535
2017-10-011273.5840796329674
2017-11-01960.4946600565294
2017-12-011056.013466029002
2018-01-01960.4946600565294
2018-02-01838.4428524250368
2018-03-01615.5656384892675
2018-04-01384.7815900591102
2018-05-01323.75568624336387
2018-06-01236.14371476527933
2018-07-01176.76285705239223
2018-08-01169.81121061772893
2018-09-0177.83013819979244
2018-10-0167.39382421391117
2018-11-0163.50231730392155
2018-12-0136.438655611721
2019-01-0156.426850194849514
2019-02-0147.58251630850947
2019-03-0151.297136540772286
2019-04-0150.589589829865076
2019-05-0142.98346268761265
2019-06-0142.099029298978635
2019-07-0142.45280265443223
2019-08-0137.323089000355004
2019-09-0134.492902156726196
2019-10-0133.785355445818986
2019-11-0132.19337534627778
2019-12-0133.43158209036539
2020-01-0130.42450856900977
2020-02-0165.44807075891637
2020-03-0156.78062355030312
2020-04-0153.9504367066743
2020-05-01164.1508369304713
2020-06-01189.44563184540388
2020-07-01470.164789397837
2020-08-01298.4078253251133
2020-09-01233.49041459937732
2020-10-01202.53524599718713
2020-11-01216.3324068598776
2020-12-01199.5281724758315
2021-01-01252.5941757938718
2021-02-01281.9573642965208
2021-03-01249.9408756279698
2021-04-01255.95502267068107
2021-05-01223.76164732440327
2021-06-01174.23337756089896
2021-07-01160.4362166982085
2021-08-01265.1531299124747
2021-09-01200.05883250901195
2021-10-01191.03761194494507
2021-11-01185.55412493541422
2021-12-01162.02819679774973
2022-01-01142.7475489255284
2022-02-01131.07302819555954
2022-03-01107.7239867356218
2022-04-0179.95277833251404
2022-05-0189.5046589297613
2022-06-01206.95741294035716
2022-07-01212.440899949888
2022-08-01390.56578442077654
2022-09-01225.88428745712486
2022-10-01221.81589386940843
2022-11-01176.002244338167
2022-12-01290.97858486058766
2023-01-01241.27342841935655
2023-02-01222.70032725804245
2023-03-0174.64617800071001
2023-04-0189.3277722520345
2023-05-0171.4622178016276
2023-06-0162.440997237560744
2023-07-0158.54949032757113
2023-08-0144.75232946488065
2023-09-0145.99053620896826
2023-10-0142.629689332159046
2023-11-0155.89619016166912
2023-12-01198.99751244265113
2024-01-01166.98102377410012
2024-02-01214.0328800494292
2024-03-01180.07063792588343
2024-04-01115.86077391105464
2024-05-01132.84189497282756
2024-06-01117.62964068832267
2024-07-01112.49992703424545
2024-08-01118.51407407695666
2024-09-01108.6084201242558
2024-10-01119.22162078786387
2024-11-01151.59188281186846
2024-12-01127.53529464102351
2025-01-01117.45275401059585
2025-02-01117.62964068832267
2025-03-0188.4433388634005
2025-04-0192.86550580657052
2025-05-0196.04946600565293
2025-06-0168.45514428027198
2025-07-0165.27118408118956
2025-08-0167.74759756936479
2025-09-0166.68627750300398
2025-10-0171.6391044793544
2025-11-0193.04239248429732
2025-12-0163.856090659375155
2026-01-0199.05653952700854
2026-02-0176.23815810025123
2026-03-0154.48109673985471
2026-04-0162.087223882107146
Annual Return Matrix
YearAnnual Return
2017-0.9385887383472903
2018-0.9654941373534338
2019-0.08252427184466027
20204.968253968253968
2021-0.1879432624113475
20220.7958515283842793
2023-0.31610942249240115
2024-0.35911111111111116
2025-0.49930651872399445
2026-0.027700831024930817
Total Factor Risk
1.4431817289597313
VTI.US Exposure
0.26888267915077113
VEA.US Exposure
-0.004178145492626362
VWO.US Exposure
0.0057707588269900086
QQQ.US Exposure
0.011134170012161444
VTV.US Exposure
-0.017663425987670577
IJR.US Exposure
0.04582644560429497
QUAL.US Exposure
0.007394869225597293
SHV.US Exposure
0.40007698551789633
TLT.US Exposure
0.01364611974562157
LQD.US Exposure
-0.0015114823223528469
HYG.US Exposure
-0.003195917657480055
GLD.US Exposure
0.0013124517140046927
USO.US Exposure
-0.0003097148085529221
VNQ.US Exposure
0.02625846023718011
BTC-USD.CC Exposure
0.0018030004282111114
CPER.US Exposure
0.0037374097634724135
VIX.INDX Exposure
0.001979752303861943
UUP.US Exposure
0.0022980873401739895
TIP.US Exposure
0.00782981835587209
Idiosyncratic Exposure
0.22890767804257373
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
144.3%

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$434.6M
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
$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 →
-8.9%
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 →
-14.6%
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 →
54.5% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Altimmune Inc a high-risk investment?

Altimmune Inc (ALT.US) has an annualized volatility of 144.3% and experienced a maximum drawdown of 99.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALT.US has generated a Compound Annual Growth Rate (CAGR) of -41.1%. It has had a positive return in 20% 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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