Alpha Pro Tech Ltd

10-Year Study

APT.US · Industrials · US · Common Stock

Executive Summary: Alpha Pro Tech Ltd has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 82.9% and an annualized volatility of 66.2%.

1Y CAGR
+6.1%
3Y CAGR
+9.6%
5Y CAGR
-15.9%
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 →
82.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +225.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -46.5%
% 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.
202613.53.4-14.83.626.5-11.9——————15.5%
20251.10.9-7.4-12.47.8-0.63.6-1.60.2-5.01.1-3.5-16.1%
2024-4.312.69.5-4.3-16.210.06.22.1-4.4-1.9-5.2-0.20.0%
20233.01.7-1.2-3.1-7.77.0-1.312.7-2.0-7.822.58.031.6%
2022-21.9-8.8-1.2-2.610.3-1.19.2-15.2-1.92.2-2.2-0.7-32.7%
202128.1-2.1-30.2-8.2-8.04.040.1-32.7-16.7-10.5-7.57.2-46.5%
202095.9212.5-42.58.3-4.842.223.0-35.65.3-4.0-10.9-11.8225.1%
20197.8-5.8-4.5-1.40.8-4.73.5-2.34.6-0.3-6.41.8-7.5%
2018-5.0-3.9-8.2-1.56.1-4.3-1.510.6-2.7-4.210.3-1.1-7.3%
2017-11.4-1.6-9.81.81.83.516.9-2.914.97.8-2.4-1.214.3%
2016—————-9.215.915.618.4-6.93.01.440.0%

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 66.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.5% of variance. Idiosyncratic stock-specific factors contribute 29.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019080
2016-07-0110520
2016-08-0112160
2016-09-0114400
2016-10-0113400
2016-11-0113800.000000000002
2016-12-0114000
2017-01-0112400
2017-02-0112200
2017-03-0111000
2017-04-0111199.999999999998
2017-05-0111400.000000000002
2017-06-0111800.4
2017-07-0113800.000000000002
2017-08-0113400
2017-09-0115400
2017-10-0116600
2017-11-0116199.999999999998
2017-12-0116000
2018-01-0115200
2018-02-0114600
2018-03-0113400
2018-04-0113199.999999999998
2018-05-0114000
2018-06-0113400
2018-07-0113199.999999999998
2018-08-0114600
2018-09-0114200
2018-10-0113599.999999999998
2018-11-0115000
2018-12-0114840
2019-01-0116000
2019-02-0115080
2019-03-0114400
2019-04-0114200
2019-05-0114320
2019-06-0113640.000000000002
2019-07-0114120
2019-08-0113800.000000000002
2019-09-0114440
2019-10-0114400
2019-11-0113480
2019-12-0113720.000000000002
2020-01-0126879.999999999996
2020-02-0184000
2020-03-0148320
2020-04-0152320
2020-05-0149799.99999999999
2020-06-0170800
2020-07-0187080
2020-08-0156120
2020-09-0159120
2020-10-0156760
2020-11-0150560
2020-12-0144600
2021-01-0157120
2021-02-0155920.00000000001
2021-03-0139040
2021-04-0135840.00000000001
2021-05-0132960
2021-06-0134280
2021-07-0148040
2021-08-0132320.000000000004
2021-09-0126920
2021-10-0124080
2021-11-0122280.000000000004
2021-12-0123880
2022-01-0118640
2022-02-0117000
2022-03-0116800
2022-04-0116359.999999999998
2022-05-0118040
2022-06-0117840
2022-07-0119480
2022-08-0116520
2022-09-0116199.999999999998
2022-10-0116560
2022-11-0116199.999999999998
2022-12-0116079.999999999998
2023-01-0116560
2023-02-0116840
2023-03-0116640
2023-04-0116120.000000000002
2023-05-0114880
2023-06-0115920
2023-07-0115720
2023-08-0117719.999999999996
2023-09-0117360
2023-10-0116000
2023-11-0119600.000000000004
2023-12-0121160
2024-01-0120240
2024-02-0122800.000000000004
2024-03-0124960
2024-04-0123880
2024-05-0120000
2024-06-0122000
2024-07-0123360
2024-08-0123840
2024-09-0122800.000000000004
2024-10-0122359.999999999996
2024-11-0121200
2024-12-0121160
2025-01-0121399.999999999996
2025-02-0121600
2025-03-0120000
2025-04-0117520
2025-05-0118880
2025-06-0118760
2025-07-0119440
2025-08-0119120
2025-09-0119160
2025-10-0118200
2025-11-0118400
2025-12-0117760.000000000004
2026-01-0120160
2026-02-0120840
2026-03-0117760.000000000004
2026-04-0118400
2026-05-0123280.000000000004
2026-06-0120520
Annual Return Matrix
YearAnnual Return
20170.1428571428571428
2018-0.07250000000000001
2019-0.07547169811320753
20202.250728862973761
2021-0.4645739910313902
2022-0.3266331658291458
20230.3159203980099503
20240
2025-0.1606805293005671
20260.15540540540540526
Total Factor Risk
0.6623180179272908
VTI.US Exposure
-0.027170476497307822
VEA.US Exposure
0.038559416206667974
VWO.US Exposure
-0.011893762950458837
QQQ.US Exposure
0.07544287529832726
VTV.US Exposure
0.02324236272307862
IJR.US Exposure
-0.00958299802837518
QUAL.US Exposure
-0.01931951671220029
SHV.US Exposure
0.5045346754724083
TLT.US Exposure
-0.001413294834272737
LQD.US Exposure
0.09340878656641426
HYG.US Exposure
-0.004163030744228607
GLD.US Exposure
-0.002929349286894344
USO.US Exposure
0.0008812700155674379
VNQ.US Exposure
0.022957810641469328
BTC-USD.CC Exposure
0.0007479354380566699
CPER.US Exposure
0.013644459443720195
VIX.INDX Exposure
-0.00019296644134497907
UUP.US Exposure
-0.0012867991106557126
TIP.US Exposure
0.01322036973242791
Idiosyncratic Exposure
0.2913122330676007
Value Score
41.9
Growth Score
52.8
Profit Score
41.5
Health Score
33.2
Yield Score
0
Moat Score
57.4

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.2%

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 →17.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued6.0x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$59.5M
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
4.0/ 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
1.66
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-0.1%
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 →
+5.5%
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 →
22.7% 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 →
0.80
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
43
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-11.0%
50.0% retracement-6.6%
61.8% retracement-1.7%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

APT.USvsALSTI.PA

Compare Alpha Pro Tech Ltd vs STIF Société anonyme

APT.USvsCGEH.US

Compare Alpha Pro Tech Ltd vs Capstone Energy+, Inc.

APT.USvsGFRD.LSE

Compare Alpha Pro Tech Ltd vs Galliford Try PLC

Frequently Asked Questions & Methodology

Is Alpha Pro Tech Ltd a high-risk investment?

Alpha Pro Tech Ltd (APT.US) has an annualized volatility of 66.2% and experienced a maximum drawdown of 82.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APT.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. 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.

Run a Full Backtest on Alpha Pro Tech Ltd

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

Start a Free Backtest