ALT5 Sigma Corporation

10-Year Study

ALTS.US · Technology · US · Common Stock

Executive Summary: ALT5 Sigma Corporation has compounded at -6.7% annually over the last 10 years, with a maximum drawdown of 95.4% and an annualized volatility of 144.8%.

1Y CAGR
-91.6%
3Y CAGR
-7.2%
5Y CAGR
-29.7%
10Y CAGR
-6.7%

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 →
95.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
120.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +730.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -76.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202690.9-33.8-20.1-13.8————————-13.0%
202541.9-8.3-35.943.367.4-22.1-14.527.1-65.9-6.3-25.8-41.2-76.3%
2024-5.4105.7141.338.0-15.2-27.3-26.346.1-26.640.1-6.9101.3730.4%
202315.31.9-29.2-18.428.0-11.8-10.5-50.0-12.8-22.031.333.3-59.1%
2022-25.7-17.839.6-27.951.0-30.87.07.6-27.96.1-14.1-29.7-65.9%
202184.3-6.1-0.5-16.1-0.413.2-2.1-10.44.7-5.5-20.4-5.46.4%
20202.715.1-36.022.021.11.326.477.2-32.1-22.016.717.083.2%
20192.38.9-10.2112.114.4-14.8-6.99.7-34.913.624.1-6.182.2%
2018-3.8-12.0-5.7-7.52.6-11.53.855.1-13.1-13.8-27.6-12.8-49.0%
2017-2.70.9-3.6-18.1-3.5-4.8-9.5104.5-24.8-6.3-2.238.125.3%
2016———15.8-3.7-10.823.9-23.4-9.30.211.68.64.1%

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 144.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.5% of variance. Idiosyncratic stock-specific factors contribute 37.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111578.297672231365
2016-05-0111149.188807900306
2016-06-019948.85962849753
2016-07-0112330.707735715967
2016-08-019445.097578180108
2016-09-018570.42087937926
2016-10-018590.406771690572
2016-11-019584.998824359276
2016-12-0110406.183870209265
2017-01-0110127.557018575124
2017-02-0110220.432635786503
2017-03-019848.930166940982
2017-04-018061.956266165059
2017-05-017780.97813308253
2017-06-017405.9487420644255
2017-07-016701.739948271807
2017-08-0113703.26828121326
2017-09-0110302.72748648013
2017-10-019653.773806724665
2017-11-019443.921937455914
2017-12-0113041.97037385375
2018-01-0112540.559604984715
2018-02-0111035.73947801552
2018-03-0110408.535151657652
2018-04-019623.207147895602
2018-05-019876.557723959557
2018-06-018736.77404185281
2018-07-019070.6560075241
2018-08-0114066.541264989419
2018-09-0112226.075711262636
2018-10-0110541.97037385375
2018-11-017629.320479661415
2018-12-016649.423936045145
2019-01-016800.493769104162
2019-02-017404.773101340231
2019-03-016649.423936045145
2019-04-0114101.222666353162
2019-05-0116138.020221020457
2019-06-0113756.17211380202
2019-07-0112802.72748648013
2019-08-0114043.616270867622
2019-09-019144.721373148366
2019-10-0110392.664001881025
2019-11-0112902.069127674582
2019-12-0112112.626381377851
2020-01-0112440.042323066069
2020-02-0114322.243122501763
2020-03-019166.470726545967
2020-04-0111184.458029626145
2020-05-0113541.617681636493
2020-06-0113713.261227368916
2020-07-0117328.356454267578
2020-08-0130698.330590171645
2020-09-0120846.461321420174
2020-10-0116250.881730543148
2020-11-0118959.557959087702
2020-12-0122184.340465553727
2021-01-0140875.26451916294
2021-02-0138379.967082059724
2021-03-0138198.330590171645
2021-04-0132047.966141547142
2021-05-0131909.24053609217
2021-06-0136123.91253233012
2021-07-0135347.98965436163
2021-08-0131662.943804373383
2021-09-0133166.00047025629
2021-10-0131326.122736891608
2021-11-0124938.278861979776
2021-12-0123600.987538208323
2022-01-0117542.323066071007
2022-02-0114426.287326592994
2022-03-0120138.725605454973
2022-04-0114519.162943804373
2022-05-0121925.699506230892
2022-06-0115165.76534211145
2022-07-0116223.841993886668
2022-08-0117458.26475429109
2022-09-0112579.355748883141
2022-10-0113343.522219609687
2022-11-0111462.49706089819
2022-12-018053.1389607336005
2023-01-019287.56172113802
2023-02-019463.907829767222
2023-03-016701.15212790971
2023-04-015466.729367505291
2023-05-016995.062308958381
2023-06-016172.113802022102
2023-07-015525.511403715024
2023-08-012762.755701857512
2023-09-012410.0634845991062
2023-10-011881.0251587114979
2023-11-012468.845520808841
2023-12-013291.794027745121
2024-01-013115.4479191159185
2024-02-016407.24194686104
2024-03-0115459.675523160122
2024-04-0121337.879144133552
2024-05-0118104.867152598166
2024-06-0113167.176110980485
2024-07-019699.035974606159
2024-08-0114166.470726545967
2024-09-0110404.420409122971
2024-10-0114577.944980014108
2024-11-0113578.650364448624
2024-12-0127333.646837526456
2025-01-0138796.143898424634
2025-02-0135563.131906889255
2025-03-0122807.430049376908
2025-04-0132682.812132612267
2025-05-0154726.07571126264
2025-06-0142616.97625205737
2025-07-0136444.86245003527
2025-08-0146320.244533270634
2025-09-0115812.367740418527
2025-10-0114813.073124853045
2025-11-0110992.240771220317
2025-12-016466.023983070774
2026-01-0112344.227604044205
2026-02-018170.703033153067
2026-03-016524.806019280508
2026-04-015623.677404185281
Annual Return Matrix
YearAnnual Return
20170.253290402756595
2018-0.49015189074683374
20190.8216053748231966
20200.8315053867805493
20210.06385797562268136
2022-0.6587795765877957
2023-0.5912408759124088
20247.303571428571429
2025-0.7634408602150538
2026-0.13027272727272732
Total Factor Risk
1.4483551681795972
VTI.US Exposure
-0.012034947647247421
VEA.US Exposure
0.03274320446588295
VWO.US Exposure
-0.002121350775523316
QQQ.US Exposure
0.02246931947279848
VTV.US Exposure
0.01827642637158363
IJR.US Exposure
0.024614980346476547
QUAL.US Exposure
0.0016774695264389944
SHV.US Exposure
0.48456934934625895
TLT.US Exposure
0.0023477787203512457
LQD.US Exposure
0.005377267418288512
HYG.US Exposure
0.0037071256240169045
GLD.US Exposure
0.019531610024799865
USO.US Exposure
0.0011636889962174887
VNQ.US Exposure
0.0075302651291034245
BTC-USD.CC Exposure
0.01432837862469713
CPER.US Exposure
0.00040522372201762073
VIX.INDX Exposure
-0.0035823921260923807
UUP.US Exposure
0.00024083339817663826
TIP.US Exposure
-0.00009756035631611104
Idiosyncratic Exposure
0.37885332971807073
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
144.8%

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$238.6M
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 →
-28.5%
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 →
-69.0%
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 →
90.7% 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 →
1.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALT5 Sigma Corporation a high-risk investment?

ALT5 Sigma Corporation (ALTS.US) has an annualized volatility of 144.8% and experienced a maximum drawdown of 95.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALTS.US has generated a Compound Annual Growth Rate (CAGR) of -6.7%. It has had a positive return in 50% 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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