Angel Oak High Yield Opportunities ETF

10-Year Study

AOHY.US · · US · ETF

Executive Summary: Angel Oak High Yield Opportunities ETF has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 1.9% and an annualized volatility of 11.7%.

1Y CAGR
+5.9%
3Y CAGR
+7.0%
5Y CAGR
+7.0%
10Y CAGR
+7.0%

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 →
1.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-0.3-1.71.4————————0.3%
20251.20.9-0.8-0.61.82.00.11.30.8-0.10.40.57.6%
2024——1.6-0.91.20.71.71.50.9-0.30.9-0.37.3%

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 11.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.0% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-02-0110000
2024-03-0110161.507755080163
2024-04-0110071.39222815226
2024-05-0110189.001404471574
2024-06-0110264.001202722624
2024-07-0110433.788136902753
2024-08-0110594.026617112475
2024-09-0110693.990481634022
2024-10-0110661.405784685352
2024-11-0110761.679495741204
2024-12-0110725.891722883223
2025-01-0110850.411174321354
2025-02-0110949.34188496484
2025-03-0110858.946400235842
2025-04-0110794.337918231799
2025-05-0110984.590664333884
2025-06-0111202.977675009242
2025-07-0111219.112609488657
2025-08-0111366.858595506508
2025-09-0111454.338932456145
2025-10-0111438.051565437347
2025-11-0111487.485537589217
2025-12-0111544.234279049384
2026-01-0111643.036468140055
2026-02-0111612.74006854682
2026-03-0111418.428296978838
2026-04-0111580.877116757447
Annual Return Matrix
YearAnnual Return
20250.07629599266047604
20260.003174124573559922
Total Factor Risk
0.11737705312720077
VTI.US Exposure
0.053832349204487775
VEA.US Exposure
0.013969179547615939
VWO.US Exposure
0.01617179848300174
QQQ.US Exposure
-0.03887656581397726
VTV.US Exposure
-0.022051004866833375
IJR.US Exposure
0.005439131476427887
QUAL.US Exposure
0.021542058385567827
SHV.US Exposure
0.8295986257124771
TLT.US Exposure
0.0019367665253081344
LQD.US Exposure
0.038966389233696594
HYG.US Exposure
0.08829056034196771
GLD.US Exposure
-0.0008444074437210294
USO.US Exposure
-0.0011232220900422095
VNQ.US Exposure
-0.004542821946411276
BTC-USD.CC Exposure
0.0013895254149113411
CPER.US Exposure
0.000794171272577117
VIX.INDX Exposure
-0.0012098885227033805
UUP.US Exposure
-0.0008581409433908462
TIP.US Exposure
-0.004300279793577714
Idiosyncratic Exposure
0.0018757758226178934
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
11.7%

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$0
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
$129
Avg Yield on Cost
1.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$129.21.29%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 →
+0.2%
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 →
+1.2%
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 →
0.9% 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 →
0.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Angel Oak High Yield Opportunities ETF a high-risk investment?

Angel Oak High Yield Opportunities ETF (AOHY.US) has an annualized volatility of 11.7% and experienced a maximum drawdown of 1.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AOHY.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 100% 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.

Run a Full Backtest on Angel Oak High Yield Opportunities ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest