Alx Oncology Holdings 

10-Year Study

ALXO.US · Healthcare · US · Common Stock

Executive Summary: Alx Oncology Holdings  has compounded at -40.3% annually over the last 10 years, with a maximum drawdown of 99.5% and an annualized volatility of 141.1%.

1Y CAGR
+286.6%
3Y CAGR
-37.7%
5Y CAGR
-51.1%
10Y CAGR
-40.3%

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 →
99.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
111.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +48.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -88.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202654.021.3-5.0-16.2————————48.7%
2025-12.6-24.7-43.4-13.3-10.0-14.636.9106.056.4-15.8-11.0-17.5-32.3%
2024-3.21.8-24.052.6-37.5-43.3-20.4-51.7-21.6-21.43.512.8-88.8%
2023-17.5-28.8-31.731.412.312.6-18.6-30.312.750.08.989.932.1%
2022-25.513.3-6.7-24.4-40.05.519.734.3-26.426.9-8.61.5-47.6%
2021-8.11.3-8.2-15.0-9.7-3.37.119.55.5-24.1-42.6-33.2-75.1%
2020———————23.7-6.74.794.712.0163.6%

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 141.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 35.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0112366.971768557773
2020-09-0111541.28464768705
2020-10-0112082.568012142636
2020-11-0123525.99342822169
2020-12-0126360.85472081608
2021-01-0124235.473440666705
2021-02-0124553.516526679723
2021-03-0122550.457536179252
2021-04-0119162.079016960706
2021-05-0117296.63610203743
2021-06-0116721.712241409903
2021-07-0117908.256882874448
2021-08-0121406.727329295507
2021-09-0122587.155622962797
2021-10-0117137.614559030924
2021-11-019834.862109196232
2021-12-016571.865220099277
2022-01-014892.966246696116
2022-02-015541.284531029645
2022-03-015168.195481415368
2022-04-013908.256707888339
2022-05-012345.565717841432
2022-06-012474.0061051486864
2022-07-012960.2446725770756
2022-08-013975.5350754405945
2022-09-012926.60534297919
2022-10-013712.538244672344
2022-11-013394.4954503028366
2022-12-013446.483240005464
2023-01-012844.036689220821
2023-02-012024.4647495732966
2023-03-011382.2629588587827
2023-04-011816.5137365845442
2023-05-012039.7553274229247
2023-06-012296.6361020374334
2023-07-011868.5015262871716
2023-08-011302.7523331772848
2023-09-011467.889932337538
2023-10-012201.8347526845496
2023-11-012397.5535075440594
2023-12-014553.516818323239
2024-01-014406.727679267728
2024-02-014486.238450770983
2024-03-013409.7857365089503
2024-04-015204.89298491188
2024-05-013250.7644851459545
2024-06-011844.0367183851722
2024-07-011467.889932337538
2024-08-01709.4800853558908
2024-09-01556.5749266020765
2024-10-01437.3088422580721
2024-11-01452.59938365226105
2024-12-01510.703338874949
2025-01-01446.4831816767612
2025-02-01336.3914367514459
2025-03-01190.51988110510496
2025-04-01165.13761738797302
2025-05-01148.62385018085982
2025-06-01126.91130947179977
2025-07-01173.70030744476068
2025-08-01357.7981436656953
2025-09-01559.6330275898265
2025-10-01470.94798957876066
2025-11-01418.96023633157256
2025-12-01345.56573971469567
2026-01-01532.1100822446377
2026-02-01645.2599237830503
2026-03-01613.149832789107
2026-04-01513.7614559030923
Annual Return Matrix
YearAnnual Return
2021-0.7506960495135331
2022-0.47557000568654384
20230.3212067203657776
2024-0.8878441962002004
2025-0.32335327888014653
20260.4867256699904958
Total Factor Risk
1.4108137229092863
VTI.US Exposure
-0.02140673056416332
VEA.US Exposure
0.0064301143135752385
VWO.US Exposure
-0.00185653667641902
QQQ.US Exposure
0.07544976208283365
VTV.US Exposure
0.0344142724000806
IJR.US Exposure
0.06329338222751042
QUAL.US Exposure
-0.011242334956052922
SHV.US Exposure
0.48231268205449246
TLT.US Exposure
0.00011254276185600737
LQD.US Exposure
0.008052969544782313
HYG.US Exposure
0.00639082433024281
GLD.US Exposure
0.0000324865802619633
USO.US Exposure
0.000200867982101238
VNQ.US Exposure
-0.0022905859938003236
BTC-USD.CC Exposure
-0.0013030241421600236
CPER.US Exposure
-0.0009766787424348392
VIX.INDX Exposure
-0.00030555107780220797
UUP.US Exposure
0.003319336351171842
TIP.US Exposure
0.007420264521981185
Idiosyncratic Exposure
0.35195193700194294
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
141.1%

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 →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$259.3M
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 →
-20.3%
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 →
+16.5%
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 →
35.4% 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 →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alx Oncology Holdings  a high-risk investment?

Alx Oncology Holdings  (ALXO.US) has an annualized volatility of 141.1% and experienced a maximum drawdown of 99.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALXO.US has generated a Compound Annual Growth Rate (CAGR) of -40.3%. It has had a positive return in 33% 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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