Arcturus Therapeutics Holdings Inc

10-Year Study

ARCT.US · Healthcare · US · Common Stock

Executive Summary: Arcturus Therapeutics Holdings Inc has compounded at -13.5% annually over the last 10 years, with a maximum drawdown of 93.3% and an annualized volatility of 121.5%.

1Y CAGR
-31.6%
3Y CAGR
-32.1%
5Y CAGR
-21.6%
10Y CAGR
-13.5%

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 →
93.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
95.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +299.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -63.9%
% 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.
202621.910.2-6.214.5————————44.2%
20250.0-1.1-36.921.0-2.23.8-6.139.38.3-45.9-31.9-9.7-63.9%
20244.617.6-12.9-24.351.8-37.3-3.7-10.110.0-23.63.4-7.5-46.2%
202324.6-23.147.511.12.74.921.9-13.2-15.8-25.225.331.785.9%
2022-29.4-8.312.5-28.12.6-20.811.5-20.05.619.44.2-8.0-54.2%
202167.0-27.3-21.6-11.2-20.315.8-7.575.1-12.8-5.9-11.6-6.9-14.7%
2020-5.234.5-1.9153.912.920.011.7-7.6-11.126.169.7-52.7299.1%
201910.40.835.511.1-8.035.244.2-17.5-8.57.71.0-2.7140.0%
2018-2.4-27.8-1.8-6.715.443.2-5.91.59.1-38.815.5-27.5-43.0%
2017-50.024.8-13.00.9-3.50.9-0.9-7.2-1.955.4-19.7-9.9-45.9%
2016———5.832.7-15.6-4.715.0-49.8-22.3-0.59.9-44.6%

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 121.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.0% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110580.474934036938
2016-05-0114036.939313984169
2016-06-0111846.965699208442
2016-07-0111292.875989445909
2016-08-0112981.530343007915
2016-09-016517.150395778363
2016-10-015065.9630606860155
2016-11-015039.5778364116095
2016-12-015540.8970976253295
2017-01-012770.4485488126647
2017-02-013456.4643799472296
2017-03-013007.915567282322
2017-04-013034.300791556728
2017-05-012928.7598944591027
2017-06-012955.145118733509
2017-07-012928.7598944591027
2017-08-012717.6781002638522
2017-09-012664.9076517150393
2017-10-014142.480211081795
2017-11-013324.5382585751977
2017-12-012996.6076140218615
2018-01-012924.990576705616
2018-02-012110.8179419525063
2018-03-012073.1247644176406
2018-04-011933.6600075386355
2018-05-012231.4361100640785
2018-06-013196.3814549566528
2018-07-013007.915567282322
2018-08-013053.147380324161
2018-09-013332.076894082171
2018-10-012039.2009046362607
2018-11-012355.823595929137
2018-12-011707.5009423294384
2019-01-011884.6588767433095
2019-02-011899.7361477572558
2019-03-012574.4440256313605
2019-04-012860.9121748963435
2019-05-012630.9837919336596
2019-06-013558.235959291368
2019-07-015130.041462495288
2019-08-014232.943837165473
2019-09-013871.089332830757
2019-10-014168.865435356201
2019-11-014210.327930644553
2019-12-014097.248398039955
2020-01-013882.3972860912177
2020-02-015220.505088578967
2020-03-015122.502826988314
2020-04-0113004.146249528834
2020-05-0114677.723332076894
2020-06-0117617.791179796455
2020-07-0119687.146626460606
2020-08-0118183.188842819447
2020-09-0116170.373162457594
2020-10-0120384.470410855636
2020-11-0134587.259705993216
2020-12-0116351.300414624953
2021-01-0127312.476441764036
2021-02-0119852.996607614023
2021-03-0115567.282321899733
2021-04-0113818.318884281944
2021-05-0111013.946475687899
2021-06-0112755.37127779872
2021-07-0111801.733886166603
2021-08-0120659.63060686016
2021-09-0118009.800226159066
2021-10-0116943.083301922354
2021-11-0114983.038070109309
2021-12-0113950.245005653976
2022-01-019849.227289860535
2022-02-019035.054655107426
2022-03-0110162.080663399924
2022-04-017304.937806257067
2022-05-017493.403693931397
2022-06-015932.906143987938
2022-07-016615.152657369017
2022-08-015292.122125895212
2022-09-015586.128910667169
2022-10-016671.692423671315
2022-11-016950.621937429325
2022-12-016392.7629099133055
2023-01-017964.568413117225
2023-02-016125.141349415756
2023-03-019035.054655107426
2023-04-0110033.92385978138
2023-05-0110305.314738032415
2023-06-0110810.403316999622
2023-07-0113177.53486618922
2023-08-0111439.879381831888
2023-09-019630.606860158312
2023-10-017199.396909159443
2023-11-019023.746701846965
2023-12-0111884.65887674331
2024-01-0112427.440633245382
2024-02-0114609.875612514134
2024-03-0112728.986053524313
2024-04-019638.145495665285
2024-05-0114628.722201281567
2024-06-019178.288729739917
2024-07-018842.819449679608
2024-08-017953.260459856766
2024-09-018748.586505842442
2024-10-016683.000376931775
2024-11-016912.928759894459
2024-12-016396.532227666791
2025-01-016396.532227666791
2025-02-016328.684508104032
2025-03-013991.7075009423293
2025-04-014828.496042216359
2025-05-014722.955145118733
2025-06-014903.882397286091
2025-07-014602.336977007162
2025-08-016411.609498680739
2025-09-016946.8526196758385
2025-10-013758.0098002261593
2025-11-012559.3667546174142
2025-12-012310.5917828872975
2026-01-012815.680361854504
2026-02-013102.1485111194875
2026-03-012909.91330569167
2026-04-013332.076894082171
Annual Return Matrix
YearAnnual Return
2017-0.4591836734693877
2018-0.43018867924528303
20191.3995584988962468
20202.990800367985281
2021-0.1468418626094976
2022-0.5417454741961631
20230.8590801886792452
2024-0.46178242943228676
2025-0.6387743076016499
20260.44208809135399685
Total Factor Risk
1.2154506917356163
VTI.US Exposure
0.0008797403813493705
VEA.US Exposure
0.08837113888701092
VWO.US Exposure
-0.0178928821605688
QQQ.US Exposure
-0.04184543935623051
VTV.US Exposure
-0.03621032493689084
IJR.US Exposure
0.006514966757874249
QUAL.US Exposure
0.13820435855817925
SHV.US Exposure
0.5899241117338835
TLT.US Exposure
0.0049375980560370505
LQD.US Exposure
0.005107751608650795
HYG.US Exposure
0.024779634135459788
GLD.US Exposure
0.00019878427831476747
USO.US Exposure
-0.0017987423824096607
VNQ.US Exposure
0.005081062303764919
BTC-USD.CC Exposure
0.03155372323021926
CPER.US Exposure
-0.0009616361092919856
VIX.INDX Exposure
-0.0010805549866221777
UUP.US Exposure
0.009302849385818933
TIP.US Exposure
0.028729850245226857
Idiosyncratic Exposure
0.16620401037022428
Value Score
50
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
121.5%

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 →0.00%
Market Cap$233.6M
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 →
+16.7%
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 →
-21.7%
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 →
61.8% 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 →
2.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arcturus Therapeutics Holdings Inc a high-risk investment?

Arcturus Therapeutics Holdings Inc (ARCT.US) has an annualized volatility of 121.5% and experienced a maximum drawdown of 93.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARCT.US has generated a Compound Annual Growth Rate (CAGR) of -13.5%. 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.

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