AnaptysBio Inc

10-Year Study

ANAB.US · Healthcare · US · Common Stock

Executive Summary: AnaptysBio Inc has compounded at 16.0% annually over the last 10 years, with a maximum drawdown of 89.2% and an annualized volatility of 66.7%.

1Y CAGR
+232.4%
3Y CAGR
+53.6%
5Y CAGR
+23.3%
10Y CAGR
+16.0%

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 →
89.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +266.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -74.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.216.10.720.6————————38.0%
202535.4-6.210.519.50.0-0.110.6-17.250.619.513.916.4266.2%
202410.28.2-11.88.1-1.64.739.09.3-12.1-35.415.4-47.0-38.2%
2023-19.70.0-12.6-4.3-8.36.5-3.1-0.2-8.7-9.2-13.351.5-30.9%
2022-8.0-4.4-19.1-5.4-18.86.93.210.99.913.1-4.212.2-10.8%
202120.610.7-24.98.42.28.6-11.411.45.921.3-1.77.461.6%
2020-10.63.0-5.510.522.217.1-19.6-3.5-14.999.7-12.5-16.632.3%
20194.03.86.1-0.50.1-22.5-4.8-24.3-13.97.8-64.220.5-74.5%
20184.616.5-15.2-9.9-17.0-8.710.213.212.6-25.1-0.2-14.5-36.7%
2017—40.716.4-3.9-4.1-6.51.715.025.088.927.319.8494.2%

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 66.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 21.2% of variance. Idiosyncratic stock-specific factors contribute 36.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-01-0110000
2017-02-0114070.796460176993
2017-03-0116371.681415929204
2017-04-0115740.412979351033
2017-05-0115097.345132743363
2017-06-0114117.994100294985
2017-07-0114353.982300884956
2017-08-0116501.474926253686
2017-09-0120619.469026548675
2017-10-0138955.75221238938
2017-11-0149587.020648967555
2017-12-0159421.82890855458
2018-01-0162176.99115044248
2018-02-0172424.77876106196
2018-03-0161404.12979351033
2018-04-0155327.433628318584
2018-05-0145899.70501474926
2018-06-0141911.50442477877
2018-07-0146206.48967551622
2018-08-0152294.98525073747
2018-09-0158861.35693215339
2018-10-0144082.59587020649
2018-11-0144000
2018-12-0137634.21828908555
2019-01-0139126.84365781711
2019-02-0140631.268436578175
2019-03-0143097.345132743365
2019-04-0142902.65486725664
2019-05-0142955.75221238939
2019-06-0133286.13569321534
2019-07-0131687.31563421829
2019-08-0123982.300884955752
2019-09-0120643.06784660767
2019-10-0122253.68731563422
2019-11-017958.7020648967555
2019-12-019587.020648967553
2020-01-018566.371681415929
2020-02-018820.058997050148
2020-03-018336.283185840708
2020-04-019215.339233038349
2020-05-0111256.637168141593
2020-06-0113179.941002949854
2020-07-0110595.870206489677
2020-08-0110224.18879056047
2020-09-018702.064896755162
2020-10-0117380.53097345133
2020-11-0115215.339233038347
2020-12-0112684.365781710916
2021-01-0115292.035398230091
2021-02-0116932.153392330383
2021-03-0112713.86430678466
2021-04-0113775.811209439531
2021-05-0114082.59587020649
2021-06-0115297.935103244838
2021-07-0113557.522123893807
2021-08-0115109.144542772861
2021-09-0116000
2021-10-0119410.029498525073
2021-11-0119085.545722713865
2021-12-0120501.47492625369
2022-01-0118861.356932153394
2022-02-0118035.398230088496
2022-03-0114595.870206489677
2022-04-0113805.309734513274
2022-05-0111203.53982300885
2022-06-0111976.401179941004
2022-07-0112353.982300884958
2022-08-0113699.115044247786
2022-09-0115050.14749262537
2022-10-0117020.648967551624
2022-11-0116300.884955752214
2022-12-0118283.185840707964
2023-01-0114684.365781710916
2023-02-0114690.265486725664
2023-03-0112837.758112094398
2023-04-0112283.185840707967
2023-05-0111268.436578171093
2023-06-0112000
2023-07-0111628.318584070797
2023-08-0111610.61946902655
2023-09-0110595.870206489677
2023-10-019622.418879056047
2023-11-018342.182890855458
2023-12-0112637.168141592923
2024-01-0113923.303834808261
2024-02-0115061.946902654869
2024-03-0113286.13569321534
2024-04-0114359.882005899704
2024-05-0114123.893805309735
2024-06-0114784.660766961653
2024-07-0120554.572271386434
2024-08-0122471.976401179945
2024-09-0119764.01179941003
2024-10-0112761.061946902655
2024-11-0114725.66371681416
2024-12-017811.209439528024
2025-01-0110578.171091445427
2025-02-019923.303834808261
2025-03-0110967.551622418878
2025-04-0113109.144542772861
2025-05-0113115.044247787611
2025-06-0113097.345132743363
2025-07-0114483.77581120944
2025-08-0111994.10029498525
2025-09-0118064.896755162245
2025-10-0121581.1209439528
2025-11-0124572.27138643068
2025-12-0128601.769911504423
2026-01-0127970.501474926252
2026-02-0132477.87610619469
2026-03-0132719.764011799412
2026-04-0139469.02654867257
Annual Return Matrix
YearAnnual Return
2018-0.36666004765687055
2019-0.7452578774102524
20200.32307692307692304
20210.6162790697674418
2022-0.10820143884892086
2023-0.30880929332042584
2024-0.3818860877684408
20252.6616314199395767
20260.3799504950495052
Total Factor Risk
0.6667523991794031
VTI.US Exposure
0.21221921514294875
VEA.US Exposure
-0.005964447962030325
VWO.US Exposure
0.018795599988801988
QQQ.US Exposure
-0.005337646808899832
VTV.US Exposure
-0.013980802886767738
IJR.US Exposure
0.027915564251497695
QUAL.US Exposure
0.014097095745609644
SHV.US Exposure
0.14719953851115644
TLT.US Exposure
0.06352550273771373
LQD.US Exposure
0.008313088574670582
HYG.US Exposure
-0.0021678526529317213
GLD.US Exposure
0.022676077207058873
USO.US Exposure
0.0075551756352008415
VNQ.US Exposure
-0.007136523389881741
BTC-USD.CC Exposure
0.013478568332751855
CPER.US Exposure
0.005956660373071857
VIX.INDX Exposure
0.001772245687158318
UUP.US Exposure
0.09657101888612575
TIP.US Exposure
0.027724399412109982
Idiosyncratic Exposure
0.366787523214635
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
66.7%

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$1.7B
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 →
+12.8%
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 →
+68.0%
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 →
4.7% 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 →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AnaptysBio Inc a high-risk investment?

AnaptysBio Inc (ANAB.US) has an annualized volatility of 66.7% and experienced a maximum drawdown of 89.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ANAB.US has generated a Compound Annual Growth Rate (CAGR) of 16.0%. It has had a positive return in 44% 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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