American Public Education Inc

10-Year Study

APEI.US · Consumer Defensive · US · Common Stock

Executive Summary: American Public Education Inc has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 90.5% and an annualized volatility of 100.0%.

1Y CAGR
+115.4%
3Y CAGR
+133.5%
5Y CAGR
+16.6%
10Y CAGR
+7.8%

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 →
90.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +123.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.59.724.14.7————————57.5%
20252.8-4.65.55.325.33.4-3.12.230.8-15.24.08.675.2%
20249.6-1.235.9-2.625.81.013.5-16.2-11.82.835.94.6123.5%
2023-1.5-8.8-50.95.2-12.1-5.45.75.0-5.3-16.388.722.6-21.5%
2022-3.9-6.76.4-8.5-28.315.9-2.8-34.2-11.540.20.3-4.4-44.8%
2021-5.62.321.0-14.5-8.11.24.5-11.2-2.6-2.4-24.417.8-27.0%
2020-13.0-6.67.57.722.0-5.8-1.78.0-10.30.39.8-1.811.3%
20194.09.2-6.86.2-12.65.711.6-26.6-7.8-2.814.010.6-3.8%
20181.421.139.8-6.35.7-1.24.8-21.2-4.9-1.0-3.3-10.113.6%
2017-1.0-0.6-5.2-3.5-0.57.5-9.9-13.414.1-5.034.3-6.72.0%
2016———12.322.0-0.61.9-27.8-4.21.714.66.319.0%

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 100.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.2% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111226.369365002425
2016-05-0113698.497333979642
2016-06-0113620.940378090161
2016-07-0113882.69510421716
2016-08-0110019.389238972371
2016-09-019602.520601066408
2016-10-019767.329132331555
2016-11-0111197.28550654387
2016-12-0111900.145419292294
2017-01-0111778.962675714978
2017-02-0111706.25302956859
2017-03-0111100.339311682017
2017-04-0110712.55453223461
2017-05-0110664.081434803686
2017-06-0111463.88754241396
2017-07-0110324.769752787204
2017-08-018943.286476005816
2017-09-0110203.587009209888
2017-10-019694.619486185167
2017-11-0113015.026660203588
2017-12-0112142.510906446923
2018-01-0112312.166747455161
2018-02-0114905.477460009695
2018-03-0120843.43189529811
2018-04-0119534.65826466311
2018-05-0120649.53950557441
2018-06-0120407.174018419777
2018-07-0121376.63596703829
2018-08-0116844.40135724673
2018-09-0116020.35870092099
2018-10-0115865.244789142025
2018-11-0115336.888027144934
2018-12-0113795.443528841493
2019-01-0114343.189529810956
2019-02-0115661.657779932139
2019-03-0114600.096946194863
2019-04-0115511.391177896268
2019-05-0113562.77266117305
2019-06-0114338.342220067861
2019-07-0116005.816771691714
2019-08-0111745.031507513331
2019-09-0110828.889966068833
2019-10-0110528.35676199709
2019-11-0112001.938923897238
2019-12-0113276.781386330587
2020-01-0111551.139117789626
2020-02-0110790.111488124092
2020-03-0111599.612215220553
2020-04-0112491.517207949588
2020-05-0115235.094522539992
2020-06-0114348.036839554048
2020-07-0114110.518662142511
2020-08-0115239.941832283084
2020-09-0113664.566165777993
2020-10-0113703.344643722734
2020-11-0115046.049442559379
2020-12-0114774.600096946195
2021-01-0113950.557440620458
2021-02-0114270.479883664568
2021-03-0117270.964614638877
2021-04-0114764.90547746001
2021-05-0113572.467280659235
2021-06-0113737.275811924383
2021-07-0114357.731459040233
2021-08-0112748.424624333496
2021-09-0112413.960252060107
2021-10-0112113.427047988365
2021-11-019156.568104701892
2021-12-0110785.264178381
2022-01-0110368.395540475038
2022-02-019675.230247212798
2022-03-0110295.685894328648
2022-04-019423.170140571983
2022-05-016757.149781871061
2022-06-017833.2525448376155
2022-07-017615.12360639845
2022-08-015007.2709646146395
2022-09-014430.441105186622
2022-10-016209.4037809016
2022-11-016228.7930198739705
2022-12-015957.3436742607855
2023-01-015870.092098885119
2023-02-015351.4299563742115
2023-03-012627.2418807561803
2023-04-012762.966553562773
2023-05-012428.5021812893847
2023-06-012297.624818225885
2023-07-012428.5021812893847
2023-08-012549.684924866699
2023-09-012413.960252060107
2023-10-012021.3281628696075
2023-11-013814.8327678138635
2023-12-014677.653902084344
2024-01-015128.453708191953
2024-02-015065.43868153175
2024-03-016883.179835191469
2024-04-016703.829374697043
2024-05-018434.318952981095
2024-06-018521.57052835676
2024-07-019675.230247212798
2024-08-018104.7018904507995
2024-09-017149.781871061561
2024-10-017353.36888027145
2024-11-019995.15269025691
2024-12-0110455.647115850703
2025-01-0110746.485700436258
2025-02-0110256.907416383907
2025-03-0110819.195346582646
2025-04-0111391.177896267573
2025-05-0114275.327193407658
2025-06-0114764.90547746001
2025-07-0114309.258361609307
2025-08-0114629.180804653419
2025-09-0119132.331555986428
2025-10-0116233.640329617065
2025-11-0116875.90887057683
2025-12-0118322.830828889968
2026-01-0120252.060106640816
2026-02-0122210.37324285022
2026-03-0127571.497818710617
2026-04-0128860.882210373245
Annual Return Matrix
YearAnnual Return
20170.020366598778004175
20180.1361277445109781
2019-0.037596626844694336
20200.112814895947426
2021-0.27001312335958005
2022-0.44764044943820225
2023-0.21480878763222122
20241.2352331606217617
20250.752433936022253
20260.5751322751322752
Total Factor Risk
1.0002569713073983
VTI.US Exposure
0.20988841103196393
VEA.US Exposure
0.048156915156712894
VWO.US Exposure
-0.0036434500569349267
QQQ.US Exposure
-0.02286442287968839
VTV.US Exposure
-0.04101633503238985
IJR.US Exposure
0.02454428854771192
QUAL.US Exposure
0.0011806327055930202
SHV.US Exposure
0.43179101896161526
TLT.US Exposure
0.0026643379387793864
LQD.US Exposure
0.00496707580165914
HYG.US Exposure
0.05131185326662697
GLD.US Exposure
0.0032500359585008695
USO.US Exposure
0.011123982603405445
VNQ.US Exposure
0.041315668877100115
BTC-USD.CC Exposure
-0.0015676591148360754
CPER.US Exposure
-0.001854277750986604
VIX.INDX Exposure
-0.002328382563958049
UUP.US Exposure
0.006328541563933462
TIP.US Exposure
0.022479687523934696
Idiosyncratic Exposure
0.2142720774612568
Value Score
33.5
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
100.0%

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 →41.2x
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$1.1B
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 →
+17.5%
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 →
+53.6%
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 →
0.0% 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 →
1.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Public Education Inc a high-risk investment?

American Public Education Inc (APEI.US) has an annualized volatility of 100.0% and experienced a maximum drawdown of 90.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APEI.US has generated a Compound Annual Growth Rate (CAGR) of 7.8%. It has had a positive return in 60% 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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