Alto Ingredients Inc

10-Year Study

ALTO.US · Basic Materials · US · Common Stock

Executive Summary: Alto Ingredients Inc has compounded at -2.5% annually over the last 10 years, with a maximum drawdown of 97.3% and an annualized volatility of 107.1%.

1Y CAGR
+517.6%
3Y CAGR
+36.1%
5Y CAGR
-5.9%
10Y CAGR
-2.5%

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 →
97.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
122.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +735.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -81.1%
% 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.
2026-13.2-8.8112.32.1————————71.5%
20254.5-1.2-29.2-21.13.323.7-12.211.9-4.4-6.5152.512.984.6%
2024-30.819.6-0.9-13.3-19.6-4.69.7-13.216.710.6-18.57.6-41.4%
202317.7-13.9-48.6-12.753.443.839.1-10.222.4-5.9-41.39.0-7.6%
20227.712.517.0-15.4-22.9-16.615.90.5-15.713.5-15.5-17.5-40.1%
202124.9-4.4-16.22.420.0-8.4-13.3-4.0-2.97.7-2.1-7.7-11.4%
20200.0-32.3-40.934.691.46.0231.068.584.6-16.70.7-11.4735.4%
201948.8-9.4-15.511.2-11.0-20.6-29.920.4-13.8-1.8-12.735.4-24.4%
2018-7.7-2.4-26.816.7-4.3-22.412.7-36.92.7-13.7-8.5-42.7-81.1%
2017-25.310.6-12.7-0.7-13.25.90.0-20.011.0-13.5-6.31.1-52.1%
2016———1.133.8-13.925.3-5.47.07.815.410.5103.0%

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 107.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.5% of variance. Idiosyncratic stock-specific factors contribute 21.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110106.83760683761
2016-05-0113525.641025641027
2016-06-0111645.299145299146
2016-07-0114594.017094017096
2016-08-0113803.418803418803
2016-09-0114764.957264957266
2016-10-0115918.80341880342
2016-11-0118376.06837606838
2016-12-0120299.145299145304
2017-01-0115170.94017094017
2017-02-0116773.504273504273
2017-03-0114636.752136752137
2017-04-0114529.91452991453
2017-05-0112606.83760683761
2017-06-0113354.700854700855
2017-07-0113354.700854700855
2017-08-0110683.760683760684
2017-09-0111858.97435897436
2017-10-0110256.410256410258
2017-11-019615.384615384615
2017-12-019722.222222222223
2018-01-018974.358974358976
2018-02-018760.68376068376
2018-03-016410.256410256411
2018-04-017478.6324786324785
2018-05-017158.119658119658
2018-06-015555.555555555556
2018-07-016260.683760683762
2018-08-013952.9914529914536
2018-09-014059.82905982906
2018-10-013504.273504273504
2018-11-013205.1282051282055
2018-12-011837.6068376068376
2019-01-012735.0427350427353
2019-02-012478.6324786324785
2019-03-012094.017094017094
2019-04-012329.0598290598296
2019-05-012072.6495726495727
2019-06-011645.2991452991455
2019-07-011153.846153846154
2019-08-011388.888888888889
2019-09-011196.5811965811968
2019-10-011175.2136752136753
2019-11-011025.6410256410256
2019-12-011388.888888888889
2020-01-011388.888888888889
2020-02-01940.1709401709403
2020-03-01555.5555555555555
2020-04-01747.8632478632478
2020-05-011431.6239316239319
2020-06-011517.094017094017
2020-07-015021.367521367522
2020-08-018461.538461538461
2020-09-0115619.65811965812
2020-10-0113012.820512820514
2020-11-0113098.290598290598
2020-12-0111602.564102564103
2021-01-0114487.179487179488
2021-02-0113846.153846153848
2021-03-0111602.564102564103
2021-04-0111880.34188034188
2021-05-0114252.136752136752
2021-06-0113055.555555555558
2021-07-0111324.786324786324
2021-08-0110876.068376068377
2021-09-0110555.555555555558
2021-10-0111367.521367521369
2021-11-0111132.478632478633
2021-12-0110277.777777777777
2022-01-0111068.376068376068
2022-02-0112457.264957264957
2022-03-0114572.649572649574
2022-04-0112329.05982905983
2022-05-019508.54700854701
2022-06-017927.350427350428
2022-07-019188.03418803419
2022-08-019230.769230769232
2022-09-017777.777777777779
2022-10-018824.786324786326
2022-11-017457.264957264959
2022-12-016153.846153846154
2023-01-017243.589743589744
2023-02-016239.316239316239
2023-03-013205.1282051282055
2023-04-012799.1452991452993
2023-05-014294.871794871795
2023-06-016175.213675213676
2023-07-018589.74358974359
2023-08-017713.675213675214
2023-09-019444.444444444445
2023-10-018888.888888888889
2023-11-015213.675213675214
2023-12-015683.7606837606845
2024-01-013931.623931623932
2024-02-014700.854700854701
2024-03-014658.119658119659
2024-04-014038.4615384615386
2024-05-013247.863247863248
2024-06-013098.2905982905986
2024-07-013397.4358974358975
2024-08-012948.7179487179487
2024-09-013440.170940170941
2024-10-013803.4188034188037
2024-11-013098.2905982905986
2024-12-013333.3333333333335
2025-01-013482.905982905983
2025-02-013440.170940170941
2025-03-012435.897435897436
2025-04-011923.076923076923
2025-05-011987.1794871794873
2025-06-012457.264957264957
2025-07-012158.119658119658
2025-08-012414.5299145299145
2025-09-012307.692307692308
2025-10-012158.119658119658
2025-11-015448.717948717948
2025-12-016153.846153846154
2026-01-015341.880341880342
2026-02-014871.794871794872
2026-03-0110341.880341880344
2026-04-0110555.555555555558
Annual Return Matrix
YearAnnual Return
2017-0.5210526315789474
2018-0.810989010989011
2019-0.2441860465116279
20207.353846153846153
2021-0.11418047882136284
2022-0.4012474012474012
2023-0.07638888888888884
2024-0.4135338345864662
20250.846153846153846
20260.7152777777777779
Total Factor Risk
1.0706868615997929
VTI.US Exposure
0.09305696782212546
VEA.US Exposure
-0.0004887351260649873
VWO.US Exposure
-0.00009790067097154327
QQQ.US Exposure
0.014967100042858218
VTV.US Exposure
-0.012654746523079246
IJR.US Exposure
0.0699561692923919
QUAL.US Exposure
0.005491126206598387
SHV.US Exposure
0.4445067552613077
TLT.US Exposure
-0.00497254997375486
LQD.US Exposure
0.050967894622521034
HYG.US Exposure
0.015315115495342002
GLD.US Exposure
0.01874983872562885
USO.US Exposure
0.04479528062010267
VNQ.US Exposure
0.012299605697262983
BTC-USD.CC Exposure
0.005048526910485634
CPER.US Exposure
0.014260897801391158
VIX.INDX Exposure
-0.000986634873181521
UUP.US Exposure
0.0012074787193956018
TIP.US Exposure
0.01747154037947597
Idiosyncratic Exposure
0.21110626957016468
Value Score
38.3
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
107.1%

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 →29.2x
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$361.2M
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 →
+31.3%
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 →
+125.3%
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 →
3.1% 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 →
0.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alto Ingredients Inc a high-risk investment?

Alto Ingredients Inc (ALTO.US) has an annualized volatility of 107.1% and experienced a maximum drawdown of 97.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALTO.US has generated a Compound Annual Growth Rate (CAGR) of -2.5%. 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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