Annexon Inc

10-Year Study

ANNX.US · Healthcare · US · Common Stock

Executive Summary: Annexon Inc has compounded at -16.8% annually over the last 10 years, with a maximum drawdown of 93.8% and an annualized volatility of 181.6%.

1Y CAGR
+243.7%
3Y CAGR
+29.3%
5Y CAGR
-21.7%
10Y CAGR
-16.8%

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 →
93.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
86.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +26.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -55.0%
% 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.
202624.3-10.3-1.114.3————————26.1%
2025-25.1-31.2-26.9-3.69.717.60.0-14.248.13.642.411.6-2.1%
2024-8.534.128.7-36.56.21.430.8-11.13.923.6-26.4-4.813.0%
202338.1-25.4-27.837.8-43.617.7-2.0-20.3-14.2-3.89.782.3-12.2%
2022-34.7-35.3-43.8-6.623.120.132.917.45.1-22.713.8-5.0-55.0%
2021-12.132.3-4.4-28.46.06.6-6.4-22.413.8-12.4-0.1-29.5-54.1%
2020———————35.322.5-31.216.33.437.3%

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 181.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.4% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0113532.638507953923
2020-09-0116582.556226001096
2020-10-0111415.249588590235
2020-11-0113274.821722435547
2020-12-0113730.115194733957
2021-01-0112068.019747668677
2021-02-0115968.184311574327
2021-03-0115271.530444322545
2021-04-0110932.528798683488
2021-05-0111585.298957761932
2021-06-0112347.778387273725
2021-07-0111552.386176631924
2021-08-018968.732857926496
2021-09-0110208.447613823368
2021-10-018946.791003839824
2021-11-018935.820076796488
2021-12-016302.797586396051
2022-01-014114.097641250686
2022-02-012663.1925397696104
2022-03-011497.5315414152496
2022-04-011398.793198025233
2022-05-011722.4355458036205
2022-06-012068.019747668678
2022-07-012748.2172243554583
2022-08-013225.4525507405374
2022-09-013390.016456390565
2022-10-012622.051563357104
2022-11-012984.0921557871643
2022-12-012835.9846407021396
2023-01-013916.6209544706526
2023-02-012923.7520570488205
2023-03-012111.9034558420185
2023-04-012910.0383982446515
2023-05-011640.1535929786069
2023-06-011930.8831596269886
2023-07-011892.4849149753154
2023-08-011508.5024684585846
2023-09-011294.5693911135488
2023-10-011245.2002194185409
2023-11-011365.8804168952277
2023-12-012490.4004388370818
2024-01-012279.21009325288
2024-02-013055.4031815688427
2024-03-013933.0773450356555
2024-04-012495.885902358749
2024-05-012649.478880965442
2024-06-012687.877125617115
2024-07-013516.18211738892
2024-08-013126.714207350521
2024-09-013247.394404827208
2024-10-014015.3592978606694
2024-11-012956.664838178826
2024-12-012814.0427866154687
2025-01-012106.417992320351
2025-02-011448.1623697202415
2025-03-011058.694459681843
2025-04-011020.2962150301701
2025-05-011119.0345584201864
2025-06-011316.5112452002193
2025-07-011316.5112452002193
2025-08-011130.0054854635216
2025-09-011673.066374108612
2025-10-011733.4064728469557
2025-11-012468.4585847504113
2025-12-012753.7026878771253
2026-01-013422.9292375205705
2026-02-013071.8595721338447
2026-03-013038.9467910038397
2026-04-013472.2984092155784
Annual Return Matrix
YearAnnual Return
2021-0.5409508589692369
2022-0.5500435161009574
2023-0.12185686653771755
20240.1299559471365639
2025-0.021442495126705707
20260.260956175298805
Total Factor Risk
1.8156684122113953
VTI.US Exposure
0.33362039798256
VEA.US Exposure
0.02313634407662786
VWO.US Exposure
-0.0035283910958574514
QQQ.US Exposure
0.10809167679558038
VTV.US Exposure
0.057806844531676914
IJR.US Exposure
0.003562078873007516
QUAL.US Exposure
0.0037759923416366956
SHV.US Exposure
0.3005182748645271
TLT.US Exposure
0.010107917655055162
LQD.US Exposure
0.04287784856852297
HYG.US Exposure
-0.00005163615433087953
GLD.US Exposure
0.0028804181542038377
USO.US Exposure
-0.00015652660351628202
VNQ.US Exposure
-0.0022161273671971967
BTC-USD.CC Exposure
-0.0002797141807339169
CPER.US Exposure
0.001098926916978575
VIX.INDX Exposure
-0.002270505414111618
UUP.US Exposure
0.007167439150866811
TIP.US Exposure
0.004466726389396413
Idiosyncratic Exposure
0.10939201451510727
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
181.6%

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 →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$882.6M
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 →
+15.2%
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 →
+55.9%
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 →
9.1% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Annexon Inc a high-risk investment?

Annexon Inc (ANNX.US) has an annualized volatility of 181.6% and experienced a maximum drawdown of 93.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ANNX.US has generated a Compound Annual Growth Rate (CAGR) of -16.8%. 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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