AMERISAFE Inc

10-Year Study

AMSF.US · Financial Services · US · Common Stock

Executive Summary: AMERISAFE Inc has compounded at -0.5% annually over the last 10 years, with a maximum drawdown of 42.6% and an annualized volatility of 25.6%.

1Y CAGR
-29.5%
3Y CAGR
-10.9%
5Y CAGR
-9.2%
10Y CAGR
-0.5%

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 →
42.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -22.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.1-13.52.50.6————————-12.7%
2025-2.92.92.9-11.52.1-7.12.43.1-4.2-8.61.8-4.9-22.8%
20246.55.9-4.2-9.1-3.91.08.25.6-2.811.89.2-12.113.5%
20236.0-1.0-9.713.7-8.25.1-2.3-0.6-2.71.8-4.9-2.9-7.6%
2022-2.4-10.36.2-6.78.73.8-12.45.0-1.625.01.6-12.0-1.1%
2021-3.45.49.9-3.05.6-8.5-4.20.6-1.95.6-4.52.02.0%
20203.6-4.8-0.6-1.2-3.60.13.85.2-13.72.8-1.65.5-6.1%
20194.86.2-5.5-0.30.67.52.05.6-3.4-3.912.0-2.024.5%
2018-1.4-7.8-1.07.30.6-2.88.71.6-2.65.1-0.8-6.8-1.2%
20171.12.01.2-11.3-10.010.41.4-6.88.611.21.5-0.75.7%
2016———2.612.71.1-4.42.5-1.8-5.414.33.525.9%

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 25.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 27.4% of variance. Idiosyncratic stock-specific factors contribute 35.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110255.048655435805
2016-05-0111558.80506435074
2016-06-0111685.08684733703
2016-07-0111171.621586271842
2016-08-0111454.137019985352
2016-09-0111252.583185099928
2016-10-0110643.834362247568
2016-11-0112165.75546719682
2016-12-0112588.253374489905
2017-01-0112729.576488437795
2017-02-0112981.943863136969
2017-03-0113143.932457884273
2017-04-0111655.363869415087
2017-05-0110490.837867531653
2017-06-0111577.73752223501
2017-07-0111740.380087893689
2017-08-0110937.369205817726
2017-09-0111876.700324369573
2017-10-0113203.11682536361
2017-11-0113396.98650204039
2017-12-0113307.032803180917
2018-01-0113123.430469812702
2018-02-0112097.317411321545
2018-03-0111981.956942555196
2018-04-0112860.239876530293
2018-05-0112936.165899340796
2018-06-0112569.615203515747
2018-07-0113668.776812807366
2018-08-0113886.451030658156
2018-09-0113530.429266506226
2018-10-0114216.248561263996
2018-11-0114107.03541906456
2018-12-0113150.668358271425
2019-01-0113781.652192110494
2019-02-0114639.956314743122
2019-03-0113835.441299570997
2019-04-0113793.489065606362
2019-05-0113875.039238254683
2019-06-0114914.852987339122
2019-07-0115216.562467301454
2019-08-0116067.901799727948
2019-09-0115518.991315266298
2019-10-0114913.348854242964
2019-11-0116702.44977503401
2019-12-0116375.627812074918
2020-01-0116968.35434759862
2020-02-0116162.335199330333
2020-03-0116059.857957518048
2020-04-0115860.560322276866
2020-05-0115290.101496285446
2020-06-0115299.420581772523
2020-07-0115874.751491053677
2020-08-0116692.771005545674
2020-09-0114408.581406299048
2020-10-0114815.514805901434
2020-11-0114583.322433818144
2020-12-0115379.00884168672
2021-01-0114862.175630427959
2021-02-0115670.876059432876
2021-03-0117215.424557915663
2021-04-0116698.951030658158
2021-05-0117626.968452443234
2021-06-0116130.45411740086
2021-07-0115457.550748142723
2021-08-0115552.147640472951
2021-09-0115253.381029611803
2021-10-0116103.510515852253
2021-11-0115385.352359527049
2021-12-0115685.917390394476
2022-01-0115304.194569425552
2022-02-0113724.822119912105
2022-03-0114569.752537407137
2022-04-0113595.89175473475
2022-05-0114783.895312336506
2022-06-0115351.607460500158
2022-07-0113447.80004185414
2022-08-0114114.883070001046
2022-09-0113882.102124097519
2022-10-0117351.87558857382
2022-11-0117637.039604478392
2022-12-0115519.776080359947
2023-01-0116448.512870147537
2023-02-0116287.24364340274
2023-03-0114713.593439363816
2023-04-0116727.496860939627
2023-05-0115347.814429214188
2023-06-0116131.075389766665
2023-07-0115768.023438317465
2023-08-0115671.203044888562
2023-09-0115247.462592863869
2023-10-0115521.509103275086
2023-11-0114762.706654807993
2023-12-0114339.685570785812
2024-01-0115277.676048969342
2024-02-0116172.766035366749
2024-03-0115486.292769697602
2024-04-0114075.644815318616
2024-05-0113529.28481741132
2024-06-0113666.782201527676
2024-07-0114784.647378884587
2024-08-0115606.721513027102
2024-09-0115163.85241184472
2024-10-0116958.54478392801
2024-11-0118517.938422098985
2024-12-0116273.346761536048
2025-01-0115793.43020822434
2025-02-0116248.103484357018
2025-03-0116720.303180914514
2025-04-0114792.13534581982
2025-05-0115103.948676362876
2025-06-0114034.935126085591
2025-07-0114371.926336716546
2025-08-0114821.237051375954
2025-09-0114192.182431725438
2025-10-0112974.946374385268
2025-11-0113208.054305744481
2025-12-0112559.51135293502
2026-01-0112297.922988385477
2026-02-0110636.836873495868
2026-03-0110898.42523804541
2026-04-0110960.552474625929
Annual Return Matrix
YearAnnual Return
20170.05709921839892562
2018-0.011750511719796242
20190.2452316008543458
2020-0.06085989385111201
20210.019956328256723443
2022-0.010591749650311733
2023-0.07603785669739926
20240.13484683337057812
2025-0.2282158343346502
2026-0.1273105961989064
Total Factor Risk
0.25605561822497275
VTI.US Exposure
0.10659459172421583
VEA.US Exposure
-0.052707982660854615
VWO.US Exposure
0.017638276697090463
QQQ.US Exposure
-0.018254233732252254
VTV.US Exposure
0.2737229047197499
IJR.US Exposure
0.04426311717329165
QUAL.US Exposure
-0.021955572910185645
SHV.US Exposure
0.10803726030189943
TLT.US Exposure
0.07261609326049423
LQD.US Exposure
-0.001229487088134517
HYG.US Exposure
0.0038377733486268826
GLD.US Exposure
0.005217634180360638
USO.US Exposure
0.005118973173967135
VNQ.US Exposure
-0.02552811226313384
BTC-USD.CC Exposure
0.0055410753387582536
CPER.US Exposure
-0.0012592614069137915
VIX.INDX Exposure
0.004734219352694812
UUP.US Exposure
0.12379926406609029
TIP.US Exposure
-0.0018254793288609722
Idiosyncratic Exposure
0.35163894605309615
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.6%

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 →13.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.73%
Market Cap$636.0M
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
$134
Avg Yield on Cost
1.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$134.061.34%Solid

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 →
-3.5%
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 →
-15.7%
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 →
30.9% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AMERISAFE Inc a high-risk investment?

AMERISAFE Inc (AMSF.US) has an annualized volatility of 25.6% and experienced a maximum drawdown of 42.6% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, AMSF.US has generated a Compound Annual Growth Rate (CAGR) of -0.5%. It has had a positive return in 40% 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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