APWC.US

10-Year Study

APWC.US · Unknown · Unknown · Common Stock

Executive Summary: APWC.US has compounded at -1.7% annually over the last 10 years, with a maximum drawdown of 77.7% and an annualized volatility of 60.8%.

1Y CAGR
+9.1%
3Y CAGR
+3.5%
5Y CAGR
-9.6%
10Y CAGR
-1.7%

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 →
77.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
71.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +60.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.8-1.9-18.512.5-6.539.2——————6.7%
20251.90.70.46.20.05.68.0-0.612.9-11.9-6.910.326.7%
20247.81.50.7-3.015.02.90.3-9.17.35.818.5-24.317.5%
202311.1-9.4-1.912.30.88.72.9-7.2-16.2-4.30.7-7.2-13.0%
2022-33.829.44.2-20.2-11.1-6.21.728.50.0-19.04.08.1-29.4%
2021120.310.8-25.6-19.630.6-5.2-18.55.2-8.40.6-15.1-24.2-8.1%
20202.7-8.8-21.93.0-5.316.7-5.7-3.217.10.087.8-3.960.9%
2019————-1.0-5.32.1-10.7-7.0-26.82.23.1-38.7%

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 60.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019903.555555555555
2019-06-019377.777777777777
2019-07-019577.777777777777
2019-08-018555.555555555557
2019-09-017959.111111111111
2019-10-015822.222222222222
2019-11-015950.666666666666
2019-12-016133.333333333333
2020-01-016298.666666666667
2020-02-015747.11111111111
2020-03-014488.888888888889
2020-04-014622.222222222223
2020-05-014378.222222222223
2020-06-015111.11111111111
2020-07-014822.222222222223
2020-08-014666.666666666667
2020-09-015466.666666666666
2020-10-015466.666666666666
2020-11-0110266.666666666666
2020-12-019866.666666666668
2021-01-0121733.333333333332
2021-02-0124088.888888888887
2021-03-0117911.111111111113
2021-04-0114400.000000000002
2021-05-0118800
2021-06-0117822.222222222223
2021-07-0114533.333333333334
2021-08-0115288.88888888889
2021-09-0114000
2021-10-0114088.888888888889
2021-11-0111955.555555555555
2021-12-019066.666666666668
2022-01-016000.000000000001
2022-02-017761.777777777777
2022-03-018088.888888888889
2022-04-016451.11111111111
2022-05-015733.333333333334
2022-06-015377.777777777778
2022-07-015466.666666666666
2022-08-017022.222222222223
2022-09-017022.222222222223
2022-10-015688.888888888889
2022-11-015917.777777777777
2022-12-016400
2023-01-017111.111111111111
2023-02-016444.888888888889
2023-03-016323.111111111111
2023-04-017102.2222222222235
2023-05-017155.555555555557
2023-06-017777.777777777778
2023-07-018000
2023-08-017422.222222222223
2023-09-016222.222222222223
2023-10-015955.555555555557
2023-11-016000.000000000001
2023-12-015567.555555555556
2024-01-016000.000000000001
2024-02-016088.88888888889
2024-03-016133.333333333333
2024-04-015949.777777777778
2024-05-016844.444444444444
2024-06-017044.444444444444
2024-07-017066.666666666667
2024-08-016422.222222222223
2024-09-016888.888888888889
2024-10-017288.888888888888
2024-11-018637.333333333334
2024-12-016539.555555555557
2025-01-016666.666666666666
2025-02-016711.111111111111
2025-03-016735.555555555556
2025-04-017155.555555555557
2025-05-017155.555555555557
2025-06-017555.555555555556
2025-07-018162.222222222222
2025-08-018111.111111111111
2025-09-019155.555555555557
2025-10-018066.666666666666
2025-11-017511.11111111111
2025-12-018288.444444444445
2026-01-017555.555555555556
2026-02-017412.444444444443
2026-03-016044.444444444444
2026-04-016800.000000000001
2026-05-016355.111111111111
2026-06-018844.444444444445
Annual Return Matrix
YearAnnual Return
20200.6086956521739133
2021-0.08108108108108114
2022-0.2941176470588236
2023-0.13006944444444446
20240.17458290093398277
20250.26743237732771497
20260.06708134484422756
Total Factor Risk
0.608105952551685
VTI.US Exposure
0.43506543388731084
VEA.US Exposure
-0.021898699013707543
VWO.US Exposure
0.016221406206413623
QQQ.US Exposure
-0.07364129444268817
VTV.US Exposure
-0.0208038707858849
IJR.US Exposure
0.013130566558459606
QUAL.US Exposure
0.0010144560098142446
SHV.US Exposure
0.3966827047431192
TLT.US Exposure
-0.0049992860409075034
LQD.US Exposure
0.00143725491452866
HYG.US Exposure
-0.004628591168801794
GLD.US Exposure
0.017484275204262205
USO.US Exposure
0.003933680346163908
VNQ.US Exposure
0.003846269851843732
BTC-USD.CC Exposure
-0.005400276509305026
CPER.US Exposure
-0.0060098270923908854
VIX.INDX Exposure
0.0009727998965168014
UUP.US Exposure
0.035056174672372965
TIP.US Exposure
0.0085343835570704
Idiosyncratic Exposure
0.20400243920580977
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.8%

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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
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 →Low
Market Cap$0
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
1.30
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 →
+38.7%
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 →
+18.4%
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 →
11.2% 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 →
1.00
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
76
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.0%
50.0% retracement+12.7%
61.8% retracement+20.4%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is APWC.US a high-risk investment?

APWC.US (APWC.US) has an annualized volatility of 60.8% and experienced a maximum drawdown of 77.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, APWC.US has generated a Compound Annual Growth Rate (CAGR) of -1.7%. It has had a positive return in 57% 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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