Allied Properties Real Estate Investment Trust

10-Year Study

AP-UN.TO · Real Estate · CA · Common Stock

Executive Summary: Allied Properties Real Estate Investment Trust has compounded at -5.9% annually over the last 10 years, with a maximum drawdown of 74.0% and an annualized volatility of 60.4%.

1Y CAGR
-27.7%
3Y CAGR
-13.2%
5Y CAGR
-18.4%
10Y CAGR
-5.9%

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 →
74.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.5-32.3-3.519.9————————-17.3%
20252.2-1.8-2.2-5.53.89.71.78.412.3-28.0-11.03.3-13.5%
2024-2.6-12.24.9-3.30.7-8.59.06.017.2-8.4-0.3-4.8-5.9%
202316.5-3.1-14.4-5.9-1.8-1.61.7-4.7-12.9-10.813.716.6-12.1%
20222.1-1.16.1-10.2-6.7-14.03.4-7.7-12.3-3.00.1-1.9-38.6%
2021-3.76.16.35.34.31.91.8-5.0-6.86.7-3.26.921.0%
20206.3-1.1-17.6-0.1-9.92.7-1.8-7.9-2.2-9.526.8-7.0-24.4%
20196.82.03.0-2.42.8-2.33.67.32.00.3-0.1-2.222.0%
2018-1.40.6-1.82.62.8-1.21.73.0-0.8-1.56.9-1.49.3%
2017-5.33.73.41.84.82.1-1.71.83.34.10.61.821.8%
2016———1.53.06.92.8-6.72.6-4.0-5.76.56.0%

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 60.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.9% of variance. Idiosyncratic stock-specific factors contribute 13.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110145.621228893495
2016-05-0110450.739799497966
2016-06-0111175.779686826008
2016-07-0111483.600721349982
2016-08-0110710.228306230738
2016-09-0110993.83110639912
2016-10-0110557.227272018583
2016-11-019959.515011667367
2016-12-0110603.325070030194
2017-01-0110036.58720383334
2017-02-0110405.525499306192
2017-03-0110761.263297941448
2017-04-0110959.894396025298
2017-05-0111483.652691809973
2017-06-0111722.664837306473
2017-07-0111529.23078522168
2017-08-0111737.476418403778
2017-09-0112119.355358414277
2017-10-0112614.425960284174
2017-11-0112696.123523389304
2017-12-0112920.064235488546
2018-01-0112735.725013902098
2018-02-0112809.471096628675
2018-03-0112572.901562751731
2018-04-0112899.120140112358
2018-05-0113259.535280146763
2018-06-0113094.425128756815
2018-07-0113323.147123175186
2018-08-0113722.072374062582
2018-09-0113608.516918983249
2018-10-0113397.828674181594
2018-11-0114325.969119152673
2018-12-0114120.477920350071
2019-01-0115080.943991435268
2019-02-0115382.4246298404
2019-03-0115838.517386717387
2019-04-0115450.684688733078
2019-05-0115878.573038274497
2019-06-0115517.337858369308
2019-07-0116071.834617836033
2019-08-0117244.458961196375
2019-09-0117595.915382331445
2019-10-0117643.39266870281
2019-11-0117628.04601454377
2019-12-0117232.682817842197
2020-01-0118320.830184019884
2020-02-0118115.201671420746
2020-03-0114925.252600923586
2020-04-0114911.506828205369
2020-05-0113431.833424494796
2020-06-0113800.509977140711
2020-07-0113558.74615058254
2020-08-0112485.00275234084
2020-09-0112209.63429313536
2020-10-0111051.732111483456
2020-11-0114009.447308470177
2020-12-0113029.87142423188
2021-01-0112547.76226111047
2021-02-0113312.426502908558
2021-03-0114152.286574563946
2021-04-0114901.895592013272
2021-05-0115545.713605815163
2021-06-0115840.715909415954
2021-07-0116122.902240169422
2021-08-0115319.22010656096
2021-09-0114281.922285987877
2021-10-0115236.984363395462
2021-11-0114744.02786553291
2021-12-0115760.045362408388
2022-01-0116093.07727373503
2022-02-0115912.480995826385
2022-03-0116885.506648138384
2022-04-0115162.517108063863
2022-05-0114143.929279562339
2022-06-0112158.18206275303
2022-07-0112572.901551649642
2022-08-0111598.842017391651
2022-09-0110168.42619916558
2022-10-019859.465002407083
2022-11-019865.348117794883
2022-12-019674.0581501131
2023-01-0111272.678531763755
2023-02-0110927.495781612575
2023-03-019358.808413502842
2023-04-018807.094114843794
2023-05-018647.907024154305
2023-06-018512.537877279146
2023-07-018658.748411348302
2023-08-018255.58054590101
2023-09-017186.806818930876
2023-10-016413.824932445506
2023-11-017292.2067713532915
2023-12-018499.673332796778
2024-01-018281.757187788678
2024-02-017270.103703633467
2024-03-017626.750846542457
2024-04-017372.019880313604
2024-05-017421.05790218254
2024-06-016792.795202318817
2024-07-017406.0829697202835
2024-08-017849.648062287489
2024-09-019196.470114082467
2024-10-018419.953402075127
2024-11-018397.49249026853
2024-12-017996.5604069201745
2025-01-018174.027283770811
2025-02-018023.569705408644
2025-03-017847.70569251455
2025-04-017415.990096383024
2025-05-017700.853814611208
2025-06-018447.989148075656
2025-07-018591.357745865647
2025-08-019312.04879782074
2025-09-0110457.008125619483
2025-10-017525.982050833068
2025-11-016697.3613564017005
2025-12-016919.035220380735
2026-01-017301.849628671063
2026-02-014942.390745100484
2026-03-014770.888227131698
2026-04-015721.9476449586045
Annual Return Matrix
YearAnnual Return
20170.21849176085400868
20180.0929108139852941
20190.22040365170692233
2020-0.24388607612848612
20210.2095319170302139
2022-0.38616558977754434
2023-0.12139526133638057
2024-0.05919203082020763
2025-0.13474858335428264
2026-0.17301365541484515
Total Factor Risk
0.603784091364268
VTI.US Exposure
-0.029778945098768834
VEA.US Exposure
-0.03303631157861443
VWO.US Exposure
0.023706265847598794
QQQ.US Exposure
0.012655030346611432
VTV.US Exposure
0.008815432106658928
IJR.US Exposure
0.057824625420415006
QUAL.US Exposure
-0.003130699850453251
SHV.US Exposure
0.6186213047805307
TLT.US Exposure
-0.013128702924228977
LQD.US Exposure
0.10450728953876873
HYG.US Exposure
0.0670280618619454
GLD.US Exposure
-0.0005538279297566345
USO.US Exposure
-0.00028199278347530027
VNQ.US Exposure
0.026563560989936053
BTC-USD.CC Exposure
0.002278710402313191
CPER.US Exposure
0.0058208001604707115
VIX.INDX Exposure
-0.0073115970292779685
UUP.US Exposure
0.006497423001861264
TIP.US Exposure
0.021130030649380398
Idiosyncratic Exposure
0.13177354208808487
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.4%

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 →18.69%
Market Cap$1.8B
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
$125
Avg Yield on Cost
0.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$31.180.31%Solid
2026$93.550.94%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 →
+10.7%
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 →
-24.3%
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 →
49.0% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allied Properties Real Estate Investment Trust a high-risk investment?

Allied Properties Real Estate Investment Trust (AP-UN.TO) has an annualized volatility of 60.4% and experienced a maximum drawdown of 74.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AP-UN.TO?

Over the past 10 years, AP-UN.TO has generated a Compound Annual Growth Rate (CAGR) of -5.9%. It has had a positive return in 40% 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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