Abercrombie & Fitch Company

10-Year Study

ANF.US · Consumer Cyclical · US · Common Stock

Executive Summary: Abercrombie & Fitch Company has compounded at 19.1% annually over the last 10 years, with a maximum drawdown of 69.0% and an annualized volatility of 135.8%.

1Y CAGR
+20.2%
3Y CAGR
+45.6%
5Y CAGR
+17.1%
10Y CAGR
+19.1%

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 →
69.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +285.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.2%
% 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.
2026-22.40.2-6.61.7————————-26.2%
2025-20.1-13.7-25.8-9.113.15.615.9-2.6-8.5-15.234.928.6-15.8%
202415.525.4-1.9-3.042.32.9-17.10.1-5.2-5.813.6-0.169.4%
202326.41.6-5.6-15.231.821.45.135.74.97.924.816.2285.1%
202212.0-2.4-16.08.1-40.9-17.25.3-19.28.113.136.4-4.5-34.2%
202113.318.625.49.313.98.7-18.6-5.45.25.1-9.0-3.371.1%
2020-5.4-19.7-29.816.49.8-8.4-9.535.17.12.145.9-1.819.5%
20198.11.325.99.0-42.1-6.118.0-22.88.23.8-1.49.6-9.7%
201818.8-0.418.35.8-6.93.5-3.2-8.5-1.7-6.76.1-3.119.2%
2017-3.23.01.40.511.7-5.7-20.931.613.3-7.030.70.454.1%
2016———-15.3-25.6-9.516.3-13.4-10.4-8.1-0.3-16.5-60.6%

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 135.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.6% of variance. Idiosyncratic stock-specific factors contribute 8.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018474.924489827206
2016-05-016306.249329224353
2016-06-015704.161108811309
2016-07-016632.936234150529
2016-08-015744.522637719822
2016-09-015145.462490225839
2016-10-014730.999800683808
2016-11-014715.782776014596
2016-12-013938.0279962589875
2017-01-013810.044002882418
2017-02-013924.8807935850846
2017-03-013981.6092482713157
2017-04-014001.6558575962463
2017-05-014469.358968462045
2017-06-014215.230823482513
2017-07-013334.214924183187
2017-08-014386.8343989083605
2017-09-014972.210723211137
2017-10-014624.442297962375
2017-11-016045.988378332796
2017-12-016070.366281833095
2018-01-017212.7163730585835
2018-02-017184.850436195821
2018-03-018502.828756726922
2018-04-018998.052834122931
2018-05-018376.416294865308
2018-06-018666.114714134585
2018-07-018386.458764546249
2018-08-017671.373595204145
2018-09-017543.581252012325
2018-10-017036.398203087867
2018-11-017468.569369700872
2018-12-017236.327675819879
2019-01-017821.014059457553
2019-02-017922.052036858163
2019-03-019970.21756128973
2019-04-0110872.314980911638
2019-05-016292.757156217898
2019-06-015906.5053738711795
2019-07-016970.700519755301
2019-08-015383.607009797158
2019-09-015823.635833984944
2019-10-016043.880226300537
2019-11-015961.777287153305
2019-12-016531.438296306516
2020-01-016180.105177621391
2020-02-014959.945111387086
2020-03-013484.2003587691456
2020-04-014055.317909326464
2020-05-014453.950293608083
2020-06-014078.315931496558
2020-07-013691.1825582999863
2020-08-014986.737807215246
2020-09-015339.374147156677
2020-10-015450.531254312129
2020-11-017949.6496634622745
2020-12-017803.995523051683
2021-01-018842.7395244009
2021-02-0110490.931113257593
2021-03-0113151.035677598393
2021-04-0114369.93085261334
2021-05-0116366.92577771645
2021-06-0117796.636155957254
2021-07-0114492.58697085384
2021-08-0113706.821213375648
2021-09-0114423.59290434356
2021-10-0115155.69661009153
2021-11-0113798.813302056024
2021-12-0113350.351869739201
2022-01-0114948.714410560691
2022-02-0114596.078070619258
2022-03-0112261.77882035478
2022-04-0113254.526777363812
2022-05-017834.659552611809
2022-06-016485.442251966331
2022-07-016826.579580822715
2022-08-015515.692317127393
2022-09-015960.320745749199
2022-10-016738.4204958373575
2022-11-019191.542860647318
2022-12-018781.411465280651
2023-01-0111100.378700765068
2023-02-0111272.863867040767
2023-03-0110636.585253668185
2023-04-019022.890698066632
2023-05-0111893.810465633287
2023-06-0114442.757922818637
2023-07-0115182.52763595664
2023-08-0120602.394860708646
2023-09-0121606.64182880272
2023-10-0123312.328473084646
2023-11-0129088.665041473098
2023-12-0133814.75859742729
2024-01-0139058.307652208576
2024-02-0148970.45520751882
2024-03-0148039.03530963003
2024-04-0146578.660901829106
2024-05-0166261.13487573402
2024-06-0168166.13771215675
2024-07-0156529.1384940895
2024-08-0156563.63552734464
2024-09-0153623.72169326771
2024-10-0150515.15569661008
2024-11-0157376.23231068794
2024-12-0157291.9062293976
2025-01-0145758.39811109577
2025-02-0139476.10505496527
2025-03-0129272.64921883385
2025-04-0126608.711650798028
2025-05-0130085.24600217714
2025-06-0131756.43561320393
2025-07-0136804.50147953942
2025-08-0135850.08355948055
2025-09-0132791.34661085813
2025-10-0127808.4418073379
2025-11-0137513.6071631173
2025-12-0148246.017509160876
2026-01-0137421.61507443693
2026-02-0137486.77613725219
2026-03-0135022.15476135719
2026-04-0135604.77132299955
Annual Return Matrix
YearAnnual Return
20170.541473622737006
20180.1920743065333932
2019-0.09740982043540458
20200.19483568075117375
20210.7107072691552063
2022-0.3422337065747918
20232.8507202095154955
20240.6942870097483564
2025-0.15789121562855424
2026-0.26201636609199974
Total Factor Risk
1.3582911933166895
VTI.US Exposure
0.05023998533760766
VEA.US Exposure
0.006990980872847061
VWO.US Exposure
-0.003291809030376342
QQQ.US Exposure
-0.025751783335324543
VTV.US Exposure
-0.004522014605765614
IJR.US Exposure
0.011020749841337505
QUAL.US Exposure
0.05831082318711303
SHV.US Exposure
0.7959108571239674
TLT.US Exposure
0.0038574849009767424
LQD.US Exposure
0.0012877058876419065
HYG.US Exposure
-0.0015672093514888265
GLD.US Exposure
0.001358077668749097
USO.US Exposure
-0.00024320189050301252
VNQ.US Exposure
-0.001308740348098635
BTC-USD.CC Exposure
-0.0016583878895358843
CPER.US Exposure
0.00039582631439884013
VIX.INDX Exposure
0.00451694691645642
UUP.US Exposure
0.0000080390220415417
TIP.US Exposure
0.016121800584680438
Idiosyncratic Exposure
0.08832386879327525
Value Score
46.5
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
135.8%

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 →8.8x
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$4.2B
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 →
+0.3%
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 →
+0.1%
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 →
28.5% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abercrombie & Fitch Company a high-risk investment?

Abercrombie & Fitch Company (ANF.US) has an annualized volatility of 135.8% and experienced a maximum drawdown of 69.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ANF.US has generated a Compound Annual Growth Rate (CAGR) of 19.1%. 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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