Agora Inc

10-Year Study

API.US · Technology · US · Common Stock

Executive Summary: Agora Inc has compounded at -33.9% annually over the last 10 years, with a maximum drawdown of 96.9% and an annualized volatility of 112.3%.

1Y CAGR
+11.0%
3Y CAGR
+13.3%
5Y CAGR
-39.0%
10Y CAGR
-33.9%

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 →
96.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
65.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +58.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -75.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.512.0-24.211.3————————-3.2%
202534.41.3-29.0-18.49.16.41.0-10.410.7-7.11.712.7-2.2%
20246.5-6.4-4.2-0.8-1.2-13.817.9-24.026.817.083.0-19.458.2%
2023-0.5-21.318.3-7.5-18.214.23.2-13.3-9.616.2-14.64.8-32.7%
2022-29.55.7-17.7-25.9-17.47.9-25.3-15.7-12.3-23.112.524.5-75.9%
202142.87.8-17.4-3.3-8.1-6.1-24.77.4-14.5-24.8-4.1-22.4-59.0%
2020——————-1.49.7-10.0-10.4-0.12.9-10.4%

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 112.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.7% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-019857.369871058563
2020-08-0110817.29697985128
2020-09-019730.586670581835
2020-10-018716.32365768769
2020-11-018705.00392956153
2020-12-018956.305866705818
2021-01-0112789.224365008768
2021-02-0113780.847058010693
2021-03-0111381.028422389001
2021-04-0111005.207748577153
2021-05-0110117.727072519841
2021-06-019499.660589520594
2021-07-017149.649362201936
2021-08-017679.420324901329
2021-09-016565.542495401118
2021-10-014935.476599676999
2021-11-014731.718470666471
2021-12-013669.911649638567
2022-01-012587.7294043475636
2022-02-012734.8880290873917
2022-03-012250.3961948026154
2022-04-011668.5533599910182
2022-05-011378.7639585798306
2022-06-011487.4350110977728
2022-07-011111.6142293309383
2022-08-01937.2877604953838
2022-09-01821.8248279197505
2022-10-01631.6504590246051
2022-11-01710.8897973900802
2022-12-01885.2162662256345
2023-01-01880.6883102021782
2023-02-01692.7779193187608
2023-03-01819.5607959305289
2023-04-01758.433335636373
2023-05-01620.330568965964
2023-06-01708.625819378352
2023-07-01731.2655994956343
2023-08-01633.9144370363334
2023-09-01572.7869767421776
2023-10-01665.6101831780221
2023-11-01568.2590207187211
2023-12-01595.4268108369535
2024-01-01633.9144370363334
2024-02-01593.1627788477316
2024-03-01568.2590207187211
2024-04-01563.7310646952646
2024-05-01556.93913066008
2024-06-01479.96377030633306
2024-07-01565.9950427069929
2024-08-01430.15622705956525
2024-09-01545.6192406014388
2024-10-01638.4423930597898
2024-11-011168.2137336016376
2024-12-01941.8157165188402
2025-01-011265.564950038432
2025-02-011281.412742143036
2025-03-01910.120024354645
2025-04-01742.5854895542755
2025-05-01810.5048838836158
2025-06-01862.5764321308587
2025-07-01871.6323441777716
2025-08-01781.0731697311489
2025-09-01864.8404101425868
2025-10-01803.7129498484312
2025-11-01817.2968179188006
2025-12-01921.4399683907798
2026-01-01944.079748508062
2026-02-011057.2787397766626
2026-03-01801.4489804731019
2026-04-01892.0081873062207
Annual Return Matrix
YearAnnual Return
2021-0.590242706730115
2022-0.7587908509152215
2023-0.3273657143968659
20240.5817489225837684
2025-0.02163453823363004
2026-0.03194107277108804
Total Factor Risk
1.1225506773649219
VTI.US Exposure
-0.029126882176494284
VEA.US Exposure
-0.034604712291454766
VWO.US Exposure
0.130101558310907
QQQ.US Exposure
0.02974984384818823
VTV.US Exposure
0.0632843882582433
IJR.US Exposure
0.004782798420946286
QUAL.US Exposure
-0.004485267930905853
SHV.US Exposure
0.6172047556918444
TLT.US Exposure
-0.007512573927812622
LQD.US Exposure
0.04571253520968059
HYG.US Exposure
0.00859257800870229
GLD.US Exposure
0.00449271917918437
USO.US Exposure
0.003631993782617828
VNQ.US Exposure
-0.0034200265825498053
BTC-USD.CC Exposure
0.015528786967443142
CPER.US Exposure
-0.006988486917126822
VIX.INDX Exposure
0.008031364528813083
UUP.US Exposure
0.003603577495309173
TIP.US Exposure
0.0012177720456427253
Idiosyncratic Exposure
0.15020327807882175
Value Score
46.3
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
112.3%

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 →9.2x
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$328.8M
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 →
-3.3%
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 →
+1.5%
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 →
17.9% 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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Agora Inc a high-risk investment?

Agora Inc (API.US) has an annualized volatility of 112.3% and experienced a maximum drawdown of 96.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, API.US has generated a Compound Annual Growth Rate (CAGR) of -33.9%. It has had a positive return in 17% 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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