Artisan Partners Asset Management Inc

10-Year Study

APAM.US · Financial Services · US · Common Stock

Executive Summary: Artisan Partners Asset Management Inc has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 42.6% and an annualized volatility of 28.8%.

1Y CAGR
-1.5%
3Y CAGR
+13.5%
5Y CAGR
+1.6%
10Y CAGR
+10.9%

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 →
42.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +71.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -38.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.3-6.1-9.71.6————————-5.9%
20253.8-2.6-7.4-5.410.710.02.15.0-7.20.6-3.0-1.82.7%
2024-5.25.46.3-10.69.0-6.37.0-4.14.21.812.6-11.84.8%
202324.0-8.2-3.08.4-6.322.85.5-5.9-2.6-11.816.117.360.3%
2022-9.3-8.03.3-18.322.1-7.411.8-13.8-20.25.923.7-14.4-31.3%
2021-3.90.69.8-2.42.1-0.5-5.410.2-5.91.3-7.86.52.7%
20203.3-11.5-24.837.00.712.211.58.70.72.714.511.971.0%
20195.520.4-4.312.6-14.716.47.5-7.96.0-3.211.08.966.9%
2018-0.9-10.3-1.3-3.52.3-6.714.3-2.0-2.3-15.41.6-18.8-38.2%
2017-2.71.5-3.06.2-1.38.58.3-5.86.25.516.80.045.2%
2016———4.83.1-15.31.0-4.44.0-4.417.2-0.22.8%

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 28.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 22.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110476.677159560117
2016-05-0110802.501941866645
2016-06-019149.748579371244
2016-07-019242.304075875885
2016-08-018836.26998078574
2016-09-019191.038796451494
2016-10-018785.577041004048
2016-11-0110299.333633130289
2016-12-0110282.081681043293
2017-01-0110005.559870814766
2017-02-0110150.68885164139
2017-03-019847.430603818324
2017-04-0110453.947099464453
2017-05-0110315.849719962389
2017-06-0111190.711745227098
2017-07-0112120.273087772373
2017-08-0111414.496545521442
2017-09-0112121.008953027267
2017-10-0112790.23752095172
2017-11-0114933.322431625853
2017-12-0114933.322431625853
2018-01-0114800.948448550755
2018-02-0113274.845672703488
2018-03-0113097.91096030416
2018-04-0112645.517354155596
2018-05-0112941.662237848004
2018-06-0112080.209312783614
2018-07-0113803.115162912394
2018-08-0113531.253832631535
2018-09-0113225.13388659499
2018-10-0111188.25886104411
2018-11-0111371.979886349702
2018-12-019233.718981235437
2019-01-019739.094885736478
2019-02-0111723.314664159274
2019-03-0111219.574015780223
2019-04-0112632.598830791874
2019-05-0110775.847267078207
2019-06-0112539.143943420138
2019-07-0113482.359674584033
2019-08-0112422.468419116147
2019-09-0113168.55402477413
2019-10-0112753.526021013042
2019-11-0114150.60708883529
2019-12-0115414.49654552144
2020-01-0115929.520461142229
2020-02-0114104.738154613467
2020-03-0110605.698867585135
2020-04-0114529.168881076
2020-05-0114626.957197171008
2020-06-0116409.222844528023
2020-07-0118292.46555741793
2020-08-0119889.70197457177
2020-09-0120033.604513306895
2020-10-0120583.37762151997
2020-11-0123564.286006295737
2020-12-0126360.57397489882
2021-01-0125344.671109112467
2021-02-0125484.485507542624
2021-03-0127990.02493765586
2021-04-0127319.406402027715
2021-05-0127887.167327582683
2021-06-0127745.22709619394
2021-07-0126254.772903806064
2021-08-0128921.548587547528
2021-09-0127229.46731531826
2021-10-0127574.58811986427
2021-11-0125429.704427455952
2021-12-0127084.09304607334
2022-01-0124565.553329790277
2022-02-0122610.768161563305
2022-03-0123346.469890846656
2022-04-0119068.721638526637
2022-05-0123290.462368668494
2022-06-0121568.374146600716
2022-07-0124109.07158333674
2022-08-0120793.2627447774
2022-09-0116586.566370957855
2022-10-0117559.70728915417
2022-11-0121728.71100936184
2022-12-0118603.164220596052
2023-01-0123062.91647929357
2023-02-0121180.90020849516
2023-03-0120544.867339847107
2023-04-0122273.00600956625
2023-05-0120876.824332611097
2023-06-0125645.885286783043
2023-07-0127068.149298883938
2023-08-0125482.604963002334
2023-09-0124819.345079923143
2023-10-0121887.65790441928
2023-11-0125406.647316135888
2023-12-0129813.171988062633
2024-01-0128274.64126568824
2024-02-0129799.435836637917
2024-03-0131667.470667593312
2024-04-0128318.793180981975
2024-05-0130869.30215444994
2024-06-0128934.22182249295
2024-07-0130960.385920444794
2024-08-0129679.65332570214
2024-09-0130914.27169780467
2024-10-0131470.9128817301
2024-11-0135425.534524344876
2024-12-0131257.75724622869
2025-01-0132448.550754261887
2025-02-0131611.136094190755
2025-03-0129275.090961121794
2025-04-0127687.82960631209
2025-05-0130643.718572421407
2025-06-0133708.10678222477
2025-07-0134407.669351212135
2025-08-0136130.575201340915
2025-09-0133512.857201259154
2025-10-0133713.58489023344
2025-11-0132692.04039082622
2025-12-0132108.826294918443
2026-01-0135088.01766076612
2026-02-0132934.05829688075
2026-03-0129753.485139609995
2026-04-0130219.533134377176
Annual Return Matrix
YearAnnual Return
20170.4523637231124009
2018-0.3816701525388464
20190.6693703346231834
20200.7101157924329142
20210.027447015071199843
2022-0.31313320372405296
20230.6025860780745937
20240.048454597811480093
20250.027227450836781797
2026-0.05884030587690048
Total Factor Risk
0.2877206330387081
VTI.US Exposure
-0.14786626324847732
VEA.US Exposure
0.13315709687912952
VWO.US Exposure
0.05755844796622966
QQQ.US Exposure
0.2703810781298624
VTV.US Exposure
0.25686158059959424
IJR.US Exposure
0.23606346533265943
QUAL.US Exposure
-0.1792920539676783
SHV.US Exposure
0.04832556475061585
TLT.US Exposure
-0.00978461382781848
LQD.US Exposure
0.19049608357406486
HYG.US Exposure
-0.04206785636227074
GLD.US Exposure
-0.014682442902897717
USO.US Exposure
0.0014769547376382616
VNQ.US Exposure
0.02053232895126174
BTC-USD.CC Exposure
0.0024430939619363512
CPER.US Exposure
-0.005712009665245542
VIX.INDX Exposure
-0.042390404685561135
UUP.US Exposure
0.009270468242857429
TIP.US Exposure
-0.011767586597281913
Idiosyncratic Exposure
0.22699706813138174
Value Score
46.4
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
28.8%

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 →9.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.03%
Market Cap$2.6B
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
$1,292
Avg Yield on Cost
12.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,291.8512.92%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 →
-4.2%
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 →
-10.1%
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 →
17.8% 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 →
1.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Artisan Partners Asset Management Inc a high-risk investment?

Artisan Partners Asset Management Inc (APAM.US) has an annualized volatility of 28.8% and experienced a maximum drawdown of 42.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, APAM.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 70% 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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