Voyageurs du Monde SA

10-Year Study

ALVDM.PA · Consumer Cyclical · FR · Common Stock

Executive Summary: Voyageurs du Monde SA has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 54.3%.

1Y CAGR
-16.8%
3Y CAGR
+7.9%
5Y CAGR
+10.3%
10Y CAGR
+13.1%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +52.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.00.6-14.84.8————————-15.5%
2025-1.13.2-6.5-0.924.51.12.6-0.3-5.21.82.1-2.017.6%
2024-5.06.91.16.93.7-3.02.76.6-6.3-5.1-7.414.514.0%
202315.414.1-3.112.2-3.64.6-0.4-0.8-3.3-12.414.69.852.0%
202211.3-5.33.716.9-1.9-7.41.8-5.7-9.03.2-3.35.76.9%
2021-21.925.00.02.9-1.1-7.1-4.7-0.210.32.0-16.35.7-12.7%
2020-14.2-10.7-30.9-5.730.7-6.9-8.8-1.8-14.4-15.973.214.2-22.3%
20192.2-1.73.01.0-4.2-4.80.9-0.9-0.9-2.410.15.36.9%
2018-0.17.4-4.323.86.84.26.6-3.4-3.9-9.6-13.59.419.8%
201714.6-5.8-3.23.315.4-2.28.10.01.112.9-0.8-0.947.9%
2016———11.77.75.21.614.80.96.02.47.173.0%

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 54.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.4% of variance. Idiosyncratic stock-specific factors contribute 13.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111166.888470246635
2016-05-0112022.58939836499
2016-06-0112641.939888349263
2016-07-0112847.26663094765
2016-08-0114743.802462307793
2016-09-0114879.822787581303
2016-10-0115770.349758320514
2016-11-0116155.30859503275
2016-12-0117299.930290303437
2017-01-0119827.799766098044
2017-02-0118683.20687648709
2017-03-0118087.793889743454
2017-04-0118683.20687648709
2017-05-0121552.394614493853
2017-06-0121085.339647533943
2017-07-0122787.782943592756
2017-08-0122790.375452968998
2017-09-0123050.692200003454
2017-10-0126031.271424209426
2017-11-0125810.01515177702
2017-12-0125588.730073684877
2018-01-0125562.718562943246
2018-02-0127462.999130069074
2018-03-0126291.588171243886
2018-04-0132539.103683091653
2018-05-0134751.752824394935
2018-06-0136211.508437177734
2018-07-0138590.366235157875
2018-08-0137268.76256646906
2018-09-0135815.02733657108
2018-10-0132378.886603639883
2018-11-0128017.65210828623
2018-12-0130660.83064000414
2019-01-0131321.63247434856
2019-02-0130792.991006873028
2019-03-0131718.1135749552
2019-04-0132034.925569832205
2019-05-0130700.140850393032
2019-06-0129222.64645073089
2019-07-0129495.754310181863
2019-08-0129222.64645073089
2019-09-0128949.534195885055
2019-10-0128266.76234956019
2019-11-0131134.40586228257
2019-12-0132773.05741438328
2020-01-0128130.208419834704
2020-02-0125126.010977386835
2020-03-0117369.721396610006
2020-04-0116386.52870719164
2020-05-0121411.733100366433
2020-06-0119936.944066238884
2020-07-0118189.048271509073
2020-08-0117861.317741319188
2020-09-0115294.093972841596
2020-10-0112863.425232938203
2020-11-0122285.680448306983
2020-12-0125453.742606425432
2021-01-0119882.32249434869
2021-02-0124852.90311793586
2021-03-0124852.90311793586
2021-04-0125562.985750205822
2021-05-0125289.877890754848
2021-06-0123487.35942528613
2021-07-0122394.923592087373
2021-08-0122340.304217894605
2021-09-0124634.41463267765
2021-10-0125126.010977386835
2021-11-0121029.377701740214
2021-12-0122231.058876416788
2022-01-0124743.657776458043
2022-02-0123432.737853395935
2022-03-0124306.68520133648
2022-04-0128403.31627928568
2022-05-0127857.100560383726
2022-06-0125808.78502140913
2022-07-0126273.068382475787
2022-08-0124770.968562403137
2022-09-0122531.47752181286
2022-10-0123241.56015408282
2022-11-0122476.858147620092
2022-12-0123760.467284737104
2023-01-0127420.12578756474
2023-02-0131298.270577953153
2023-03-0130315.080086232218
2023-04-0134002.04937500495
2023-05-0132773.05741438328
2023-06-0134295.727682387536
2023-07-0134155.74534467344
2023-08-0133875.780669245265
2023-09-0132755.919769835127
2023-10-0128696.425383034257
2023-11-0132895.90210754921
2023-12-0136115.50027036812
2024-01-0134295.727682387536
2024-02-0136675.431818921905
2024-03-0137095.37883206417
2024-04-0139643.06397155288
2024-05-0141098.88028377941
2024-06-0139867.031316500565
2024-07-0140930.90147852249
2024-08-0143618.56675802787
2024-09-0140874.90854343686
2024-10-0138803.16554987348
2024-11-0135947.51926741378
2024-12-0141154.87321886504
2025-01-0140706.9253427851
2025-02-0141994.767245149575
2025-03-0139251.109030558575
2025-04-0138915.15142004476
2025-05-0148433.96796618224
2025-06-0148969.62155124238
2025-07-0150265.876239363504
2025-08-0150121.84794068339
2025-09-0147529.33856444113
2025-10-0148393.50835652189
2025-11-0149401.70644728276
2025-12-0148393.50835652189
2026-01-0145512.94238291939
2026-02-0145800.99898027965
2026-03-0139031.66894231379
2026-04-0140904.0368251554
Annual Return Matrix
YearAnnual Return
20170.47912330537119496
20180.19821618938156482
20190.06889007017387327
2020-0.22333329220439402
2021-0.1266094255700978
20220.06879602167500654
20230.5199827443447402
20240.13953490636350407
20250.17588767918591763
2026-0.15476190476190477
Total Factor Risk
0.5431537834313701
VTI.US Exposure
0.02759180946611948
VEA.US Exposure
0.1506203073601364
VWO.US Exposure
-0.011260249797182051
QQQ.US Exposure
0.004323016382529928
VTV.US Exposure
-0.0076544984197051144
IJR.US Exposure
0.0026636259581918962
QUAL.US Exposure
0.00763139296836762
SHV.US Exposure
0.6644429058597282
TLT.US Exposure
0.0006718022566127432
LQD.US Exposure
-0.001508813985942755
HYG.US Exposure
-0.0028153785817849157
GLD.US Exposure
0.007535431060627638
USO.US Exposure
0.004091843655873732
VNQ.US Exposure
0.013705469758283817
BTC-USD.CC Exposure
-0.0002370880253670677
CPER.US Exposure
0.00387045909912806
VIX.INDX Exposure
0.003422783170465116
UUP.US Exposure
-0.001022094288174155
TIP.US Exposure
0.0036001806501032257
Idiosyncratic Exposure
0.13032709545198817
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.3%

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 →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.65%
Market Cap$607.5M
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 →
-0.8%
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 →
-12.7%
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 →
21.1% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Voyageurs du Monde SA a high-risk investment?

Voyageurs du Monde SA (ALVDM.PA) has an annualized volatility of 54.3% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALVDM.PA has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 70% 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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