Alliance Aviation Services Ltd

10-Year Study

AQZ.AU · Industrials · AU · Common Stock

Executive Summary: Alliance Aviation Services Ltd has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 87.2% and an annualized volatility of 106.0%.

1Y CAGR
-76.8%
3Y CAGR
-41.2%
5Y CAGR
-31.7%
10Y CAGR
+5.4%

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 →
87.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +139.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -57.9%
% 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.
2026-8.1-40.5-14.814.8————————-46.6%
2025-7.1-2.22.2-0.4-7.33.1-1.9-10.5-2.213.5-45.1-11.2-57.9%
20244.0-13.70.38.61.0-2.52.3-8.87.3-12.93.06.8-7.8%
20237.34.8-1.7-10.41.6-8.613.9-1.50.6-7.4-3.711.02.9%
2022-4.9-17.417.10.57.4-12.3-9.810.6-12.94.2-7.14.3-23.7%
20213.47.1-7.56.93.64.6-5.5-7.06.5-12.212.8-2.86.8%
20201.6-10.3-25.927.325.014.33.017.9-4.6-6.35.211.055.7%
2019-3.414.33.8-2.31.5-2.311.2-11.5-6.29.64.8-2.315.2%
2018-5.51.7-1.4-0.31.512.2-1.818.213.8-4.02.9-2.936.4%
2017-2.6-3.9-2.7-2.831.96.611.39.36.025.43.315.2139.3%
2016———-5.614.13.19.052.3-1.0-3.8-6.58.378.1%

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 106.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.2% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019444.291609353508
2016-05-0110778.541953232461
2016-06-0111111.416781292985
2016-07-0112110.041265474554
2016-08-0118445.66712517194
2016-09-0118264.099037138927
2016-10-0117579.092159559834
2016-11-0116437.41403026135
2016-12-0117807.42778541953
2017-01-0117350.75653370014
2017-02-0116665.749656121046
2017-03-0116209.07840440165
2017-04-0115752.407152682257
2017-05-0120775.7909215956
2017-06-0122145.804676753785
2017-07-0124657.496561210453
2017-08-0126940.852819807427
2017-09-0128563.961485557084
2017-10-0135823.93397524072
2017-11-0136993.12242090784
2017-12-0142613.480055020635
2018-01-0140272.35213204951
2018-02-0140973.8651994498
2018-03-0140401.650618982116
2018-04-0140283.35625859698
2018-05-0140877.579092159554
2018-06-0145867.95048143053
2018-07-0145037.13892709766
2018-08-0153235.21320495186
2018-09-0160583.21870701513
2018-10-0158140.30261348005
2018-11-0159851.44429160936
2018-12-0158140.30261348005
2019-01-0156187.07015130675
2019-02-0164247.59284731774
2019-03-0166674.00275103164
2019-04-0165169.18844566713
2019-05-0166170.56396148556
2019-06-0164668.50068775791
2019-07-0171936.72627235213
2019-08-0163664.37414030262
2019-09-0159719.394773039894
2019-10-0165430.536451169195
2019-11-0168547.4552957359
2019-12-0166987.6203576341
2020-01-0168027.51031636863
2020-02-0161017.881705639615
2020-03-0145232.462173315
2020-04-0157592.84731774416
2020-05-0171991.74690508941
2020-06-0182313.6176066025
2020-07-0184759.28473177442
2020-08-0199972.48968363136
2020-09-0195353.50756533701
2020-10-0189378.26685006877
2020-11-0193997.24896836313
2020-12-01104319.1196698762
2021-01-01107851.44429160935
2021-02-01115458.04676753785
2021-03-01106764.78679504814
2021-04-01114099.0371389271
2021-05-01118173.31499312242
2021-06-01123606.60247592849
2021-07-01116817.05639614855
2021-08-01108665.74965612106
2021-09-01115730.39889958735
2021-10-01101603.8514442916
2021-11-01114643.74140302613
2021-12-01111383.7689133425
2022-01-01105950.48143053646
2022-02-0187477.30398899587
2022-03-01102418.15680880331
2022-04-01102960.11004126548
2022-05-01110566.71251719396
2022-06-0196984.86932599725
2022-07-0187477.30398899587
2022-08-0196712.51719394773
2022-09-0184217.33149931225
2022-10-0187746.90508940854
2022-11-0181499.31224209079
2022-12-0185031.63686382394
2023-01-0191279.22971114168
2023-02-0195625.85969738652
2023-03-0193997.24896836313
2023-04-0184217.33149931225
2023-05-0185573.5900962861
2023-06-0178239.33975240715
2023-07-0189105.91471801925
2023-08-0187746.90508940854
2023-09-0188291.60935350756
2023-10-0181771.6643741403
2023-11-0178784.04401650619
2023-12-0187477.30398899587
2024-01-0191006.87757909216
2024-02-0178511.69188445667
2024-03-0178784.04401650619
2024-04-0185573.5900962861
2024-05-0186390.64649243465
2024-06-0184217.33149931225
2024-07-0186118.29436038515
2024-08-0178511.69188445667
2024-09-0184217.33149931225
2024-10-0173350.75653370014
2024-11-0175524.07152682256
2024-12-0180685.0068775791
2025-01-0174979.36726272352
2025-02-0173350.75653370014
2025-03-0174979.36726272352
2025-04-0174707.015130674
2025-05-0169273.72764786794
2025-06-0171447.04264099037
2025-07-0170090.78404401652
2025-08-0162753.78266850069
2025-09-0161348.00550206328
2025-10-0169601.10041265473
2025-11-0138239.33975240715
2025-12-0133975.24071526823
2026-01-0131224.2090784044
2026-02-0118569.463548830812
2026-03-0115818.431911966985
2026-04-0118156.80880330124
Annual Return Matrix
YearAnnual Return
20171.39301714815387
20180.364364105874758
20190.15217185577742032
20200.557289527720739
20210.06772151898734191
2022-0.23658861885002969
20230.02876184929955672
2024-0.0776463928548966
2025-0.5789150669985339
2026-0.465587044534413
Total Factor Risk
1.0601971393452951
VTI.US Exposure
0.014467968266004218
VEA.US Exposure
-0.004168715576652058
VWO.US Exposure
0.00482222336874978
QQQ.US Exposure
-0.006944336443005501
VTV.US Exposure
-0.0005816320113430055
IJR.US Exposure
0.011019265572377283
QUAL.US Exposure
0.010914860601871933
SHV.US Exposure
0.7424674383104053
TLT.US Exposure
0.02179213631298456
LQD.US Exposure
0.09258230005173776
HYG.US Exposure
0.0020658051805947705
GLD.US Exposure
-0.00005330366137082741
USO.US Exposure
0.0029510562205372266
VNQ.US Exposure
-0.0008286903656932398
BTC-USD.CC Exposure
0.00004356598187164257
CPER.US Exposure
0.005029794981837034
VIX.INDX Exposure
-0.0010297211936249385
UUP.US Exposure
0.00012905730995354975
TIP.US Exposure
0.00556477025573028
Idiosyncratic Exposure
0.09975615683703415
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
62.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
106.0%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.22%
Market Cap$91.0M
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 →
-7.6%
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 →
-60.0%
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 →
75.7% 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 →
-0.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alliance Aviation Services Ltd a high-risk investment?

Alliance Aviation Services Ltd (AQZ.AU) has an annualized volatility of 106.0% and experienced a maximum drawdown of 87.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AQZ.AU?

Over the past 10 years, AQZ.AU has generated a Compound Annual Growth Rate (CAGR) of 5.4%. 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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