Amphastar P

10-Year Study

AMPH.US · Healthcare · US · Common Stock

Executive Summary: Amphastar P has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 68.3% and an annualized volatility of 97.2%.

1Y CAGR
-16.4%
3Y CAGR
-21.6%
5Y CAGR
+2.9%
10Y CAGR
+3.4%

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 →
68.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +120.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -40.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.1-23.6-3.211.3————————-18.6%
2025-6.1-18.52.0-15.85.3-10.7-8.846.2-13.0-4.38.6-3.3-27.9%
2024-13.7-12.7-5.7-6.12.6-5.58.812.0-0.44.1-10.6-17.8-40.0%
20238.05.317.7-4.624.029.55.6-12.2-13.7-1.624.49.8120.7%
2022-0.920.029.6-1.24.7-6.37.5-20.8-5.110.0-4.6-5.020.3%
2021-9.6-3.64.5-5.08.76.63.9-6.2-3.3-1.74.719.115.8%
2020-2.0-18.6-3.614.210.020.5-10.91.8-8.04.5-9.313.24.3%
201914.49.2-17.85.7-10.89.7-4.511.5-11.7-2.61.0-1.1-3.1%
2018-3.1-1.52.11.8-17.2-3.414.48.81.4-6.721.0-8.43.4%
2017-14.5-1.8-6.34.113.04.6-3.2-7.311.61.18.4-1.84.5%
2016———2.527.92.50.417.4-0.2-4.411.7-9.153.5%

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 97.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.6% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110250.000000000002
2016-05-0113108.333333333332
2016-06-0113433.333333333336
2016-07-0113483.333333333334
2016-08-0115833.333333333332
2016-09-0115808.333333333334
2016-10-0115116.666666666668
2016-11-0116891.666666666668
2016-12-0115350.000000000002
2017-01-0113125
2017-02-0112891.666666666668
2017-03-0112083.333333333332
2017-04-0112583.333333333334
2017-05-0114225.000000000002
2017-06-0114883.333333333332
2017-07-0114400.000000000002
2017-08-0113341.666666666668
2017-09-0114891.666666666668
2017-10-0115058.333333333334
2017-11-0116325
2017-12-0116033.333333333332
2018-01-0115533.333333333334
2018-02-0115300
2018-03-0115625
2018-04-0115908.333333333334
2018-05-0113166.666666666666
2018-06-0112716.666666666668
2018-07-0114541.666666666666
2018-08-0115816.666666666668
2018-09-0116033.333333333332
2018-10-0114958.333333333334
2018-11-0118100
2018-12-0116583.333333333332
2019-01-0118966.666666666668
2019-02-0120708.333333333332
2019-03-0117025
2019-04-0117991.666666666664
2019-05-0116041.666666666668
2019-06-0117591.666666666664
2019-07-0116791.666666666664
2019-08-0118716.666666666668
2019-09-0116525
2019-10-0116095.833333333334
2019-11-0116258.333333333334
2019-12-0116075
2020-01-0115758.333333333334
2020-02-0112825
2020-03-0112366.666666666666
2020-04-0114124.999999999998
2020-05-0115533.333333333334
2020-06-0118716.666666666668
2020-07-0116683.333333333332
2020-08-0116983.333333333332
2020-09-0115625
2020-10-0116325
2020-11-0114800.000000000002
2020-12-0116758.333333333332
2021-01-0115149.999999999998
2021-02-0114608.333333333334
2021-03-0115266.666666666666
2021-04-0114500
2021-05-0115766.66666666667
2021-06-0116800
2021-07-0117458.333333333332
2021-08-0116383.333333333334
2021-09-0115841.666666666668
2021-10-0115566.666666666666
2021-11-0116299.999999999998
2021-12-0119408.333333333332
2022-01-0119241.666666666664
2022-02-0123091.666666666664
2022-03-0129916.666666666668
2022-04-0129558.333333333332
2022-05-0130950.000000000004
2022-06-0128991.666666666664
2022-07-0131158.333333333332
2022-08-0124666.666666666668
2022-09-0123416.666666666668
2022-10-0125749.999999999996
2022-11-0124575
2022-12-0123350
2023-01-0125216.666666666668
2023-02-0126549.999999999996
2023-03-0131250
2023-04-0129808.333333333336
2023-05-0136975
2023-06-0147891.666666666664
2023-07-0150575
2023-08-0144425
2023-09-0138325
2023-10-0137725.00000000001
2023-11-0146933.333333333336
2023-12-0151541.666666666664
2024-01-0144466.666666666664
2024-02-0138808.333333333336
2024-03-0136591.666666666664
2024-04-0134375
2024-05-0135275
2024-06-0133333.333333333336
2024-07-0136266.66666666667
2024-08-0140616.666666666664
2024-09-0140441.666666666664
2024-10-0142108.333333333336
2024-11-0137658.33333333333
2024-12-0130941.666666666668
2025-01-0129058.333333333332
2025-02-0123691.666666666668
2025-03-0124158.333333333332
2025-04-0120341.666666666668
2025-05-0121425
2025-06-0119133.333333333332
2025-07-0117458.333333333332
2025-08-0125516.666666666668
2025-09-0122208.333333333332
2025-10-0121250
2025-11-0123083.333333333332
2025-12-0122316.666666666668
2026-01-0122075
2026-02-0116858.333333333332
2026-03-0116325
2026-04-0118175
Annual Return Matrix
YearAnnual Return
20170.044516829533115976
20180.03430353430353428
2019-0.030653266331658213
20200.042509072058061204
20210.15813028344107405
20220.20309145556032626
20231.2073518915060673
2024-0.3996766370250606
2025-0.27875033665499593
2026-0.18558625840179244
Total Factor Risk
0.9724210749156892
VTI.US Exposure
0.15074232431439272
VEA.US Exposure
-0.004227136589549768
VWO.US Exposure
0.005327145573301633
QQQ.US Exposure
0.10858206966710186
VTV.US Exposure
0.1164151561339223
IJR.US Exposure
0.039491405969882036
QUAL.US Exposure
0.026060708850568614
SHV.US Exposure
0.3061510154215656
TLT.US Exposure
0.0017431765659273154
LQD.US Exposure
0.016553172970249906
HYG.US Exposure
0.11024874005956099
GLD.US Exposure
-0.0003257760219300101
USO.US Exposure
-0.0004293144672958722
VNQ.US Exposure
-0.0028610082587080077
BTC-USD.CC Exposure
0.0000470584532790139
CPER.US Exposure
-0.0010683477732631621
VIX.INDX Exposure
0.018669836797080522
UUP.US Exposure
0.0127177087196872
TIP.US Exposure
0.009216354301856553
Idiosyncratic Exposure
0.08694570931237061
Value Score
46
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
97.2%

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 →10.1x
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$939.7M
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 →
-3.3%
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 →
-13.2%
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 →
29.2% 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 →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amphastar P a high-risk investment?

Amphastar P (AMPH.US) has an annualized volatility of 97.2% and experienced a maximum drawdown of 68.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMPH.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 60% 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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