Annovis Bio Inc

10-Year Study

ANVS.US · Healthcare · US · Common Stock

Executive Summary: Annovis Bio Inc has compounded at -18.8% annually over the last 10 years, with a maximum drawdown of 98.3% and an annualized volatility of 157.8%.

1Y CAGR
-26.1%
3Y CAGR
-49.5%
5Y CAGR
-48.2%
10Y CAGR
-18.8%

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 →
98.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
138.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +133.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -73.1%
% 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.
2026-22.0-0.7-16.8-20.2————————-48.6%
2025-3.2-62.4-18.0-0.757.7-7.725.8-15.4-10.41.4142.9-32.2-31.2%
2024-40.9-23.340.5-53.217.6-12.161.6-9.1-4.715.1-27.7-25.0-73.1%
202323.03.6-9.9-5.5-10.19.1-3.5-10.1-23.5-30.328.4120.339.2%
2022-13.7-6.4-6.0-29.3-2.823.51.40.918.1-8.47.1-0.1-23.6%
202132.4156.29.1-20.6103.789.8-59.89.6-15.9-16.5-9.3-26.9133.2%
2020—-25.6-38.128.315.3-2.033.3-18.11.3-5.219.538.315.6%

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 157.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 18.9% of variance. Idiosyncratic stock-specific factors contribute 32.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-017438.650306748466
2020-03-014601.226993865031
2020-04-015904.907975460123
2020-05-016809.662576687117
2020-06-016671.7791411042945
2020-07-018895.705521472393
2020-08-017285.276073619632
2020-09-017377.300613496932
2020-10-016993.865030674846
2020-11-018358.895705521472
2020-12-0111564.41717791411
2021-01-0115306.748466257672
2021-02-0139217.79141104295
2021-03-0142791.41104294479
2021-04-0133957.05521472393
2021-05-0169171.7791411043
2021-06-01131257.66871165644
2021-07-0152806.74846625767
2021-08-0157883.435582822094
2021-09-0148696.31901840491
2021-10-0140674.84662576687
2021-11-0136901.84049079755
2021-12-0126963.19018404908
2022-01-0123266.871165644174
2022-02-0121779.14110429448
2022-03-0120475.46012269939
2022-04-0114478.527607361964
2022-05-0114079.754601226994
2022-06-0117392.638036809818
2022-07-0117638.036809815952
2022-08-0117791.411042944786
2022-09-0121012.269938650308
2022-10-0119248.466257668715
2022-11-0120613.49693251534
2022-12-0120598.159509202455
2023-01-0125337.423312883435
2023-02-0126242.331288343557
2023-03-0123634.969325153375
2023-04-0122346.62576687117
2023-05-0120092.024539877304
2023-06-0121917.17791411043
2023-07-0121150.306748466257
2023-08-0119018.404907975462
2023-09-0114555.214723926381
2023-10-0110138.03680981595
2023-11-0113021.472392638037
2023-12-0128680.981595092024
2024-01-0116947.8527607362
2024-02-0112990.79754601227
2024-03-0118251.53374233129
2024-04-018542.944785276075
2024-05-0110046.012269938652
2024-06-018834.35582822086
2024-07-0114279.14110429448
2024-08-0112975.46012269939
2024-09-0112361.963190184051
2024-10-0114233.128834355828
2024-11-0110291.411042944786
2024-12-017714.723926380369
2025-01-017469.325153374233
2025-02-012806.748466257669
2025-03-012300.6134969325153
2025-04-012285.276073619632
2025-05-013604.2944785276077
2025-06-013328.2208588957055
2025-07-014187.116564417178
2025-08-013542.9447852760736
2025-09-013174.846625766871
2025-10-013220.8588957055217
2025-11-017822.085889570552
2025-12-015306.748466257669
2026-01-014141.104294478529
2026-02-014110.429447852762
2026-03-013420.2453987730064
2026-04-012730.061349693252
Annual Return Matrix
YearAnnual Return
20211.3315649867374004
2022-0.23606370875995442
20230.3924050632911391
2024-0.7310160427807486
2025-0.3121272365805169
2026-0.48554913294797686
Total Factor Risk
1.5777294170754306
VTI.US Exposure
0.18879482089271782
VEA.US Exposure
-0.000214377691571542
VWO.US Exposure
0.01623390783100695
QQQ.US Exposure
-0.0018415107375143024
VTV.US Exposure
0.008741458922270294
IJR.US Exposure
0.02350054973165553
QUAL.US Exposure
0.018924632310046766
SHV.US Exposure
0.15572955242551872
TLT.US Exposure
0.02244864138585544
LQD.US Exposure
0.1713668810654425
HYG.US Exposure
0.006627752974765819
GLD.US Exposure
0.0025564864412238935
USO.US Exposure
0.000023063200576520046
VNQ.US Exposure
0.004837736332243839
BTC-USD.CC Exposure
0.03403597682432991
CPER.US Exposure
-0.0010614527723092613
VIX.INDX Exposure
-0.0020292288790110884
UUP.US Exposure
0.00005265026766510607
TIP.US Exposure
0.024983683545757078
Idiosyncratic Exposure
0.32628877592933003
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
157.8%

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 →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$64.6M
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 →
-24.9%
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 →
-34.2%
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 →
65.1% 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 →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Annovis Bio Inc a high-risk investment?

Annovis Bio Inc (ANVS.US) has an annualized volatility of 157.8% and experienced a maximum drawdown of 98.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ANVS.US has generated a Compound Annual Growth Rate (CAGR) of -18.8%. 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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