Altus Group Limited

10-Year Study

ASGTF.US · Real Estate · US · Common Stock

Executive Summary: Altus Group Limited has compounded at 7.9% annually over the last 10 years, with a maximum drawdown of 44.7% and an annualized volatility of 47.7%.

1Y CAGR
-22.8%
3Y CAGR
-1.6%
5Y CAGR
-7.8%
10Y CAGR
+7.9%

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 →
44.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +77.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -41.0%
% 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.
2026-16.9-0.1-0.2-3.8-7.8———————-26.5%
20256.4-7.0-7.05.36.7-2.38.17.3-4.9-3.6-4.55.68.3%
2024—13.44.8-1.0-5.6-2.821.7-11.08.8-6.711.4-8.620.7%
20236.7—3.0-3.7-26.411.60.318.5-10.64.4-18.910.2-13.7%
2022-13.8-19.01.3-5.1-5.4-1.915.71.0-15.77.010.8-2.4-29.1%
2021-1.03.520.16.4—-5.8-2.510.8-4.7-0.68.13.441.2%
202010.88.6-12.0—-4.42.9—21.66.6—-2.01.033.7%
2019-0.54.812.3-0.111.98.47.311.3—-3.3-1.19.977.8%
2018-2.3-11.3-1.4-0.2-12.9—3.3—4.4-2.8-13.6-12.3-41.0%
2017-0.73.9-7.43.8-1.4-2.93.513.8-2.57.85.15.931.0%
2016————3.5-4.45.115.512.8-2.95.4-0.438.2%

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 47.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.6% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110349.469270446452
2016-06-019892.673918929238
2016-07-0110398.272785965692
2016-08-0112008.025158455226
2016-09-0113545.440029990212
2016-10-0113152.026769040662
2016-11-0113864.988510694428
2016-12-0113815.768464459517
2017-01-0113725.173033801468
2017-02-0114263.469562017952
2017-03-0113207.980728512222
2017-04-0113707.401056599581
2017-05-0113516.768832394982
2017-06-0113124.18863287677
2017-07-0113580.49803189237
2017-08-0115455.233361333454
2017-09-0115072.441633633467
2017-10-0116253.583899699404
2017-11-0117081.85522780759
2017-12-0118094.302554027505
2018-01-0117677.216464070756
2018-02-0115679.18804279159
2018-03-0115464.952411365735
2018-04-0115438.641554492631
2018-05-0113454.080959686768
2018-07-0113895.395252938277
2018-09-0114503.044145313685
2018-10-0114101.300270050748
2018-11-0112177.90026866231
2018-12-0110679.569862614284
2019-01-0110620.97787527682
2019-02-0111129.561879108902
2019-03-0112496.060313647627
2019-04-0112484.328031822946
2019-05-0113965.580678528537
2019-06-0115144.98739994585
2019-07-0116247.613626108145
2019-08-0118079.029761119637
2019-10-0117475.199066971196
2019-11-0117276.999868098606
2019-12-0118989.218796642763
2020-01-0121044.03423882483
2020-02-0122855.80400841392
2020-03-0120115.240164668474
2020-05-0119227.543787791485
2020-06-0119784.167667497415
2020-08-0124059.78604205572
2020-09-0125647.25402125695
2020-11-0125142.765902795614
2020-12-0125385.603310030754
2021-01-0125121.036883794874
2021-02-0126012.343193540994
2021-03-0131252.92439273293
2021-04-0133265.94791977618
2021-06-0131347.68513054767
2021-07-0130559.886703645338
2021-08-0133863.808340333366
2021-09-0132258.290696786466
2021-10-0132066.339458648912
2021-11-0134658.2712586864
2021-12-0135849.757370858126
2022-01-0130915.67335661277
2022-02-0125038.21669316265
2022-03-0125361.097419592217
2022-04-0124069.505092088
2022-05-0122766.458169902882
2022-06-0122332.919116677196
2022-07-0125843.509410123082
2022-08-0126090.0261720133
2022-09-0121985.046547307476
2022-10-0123522.46141884246
2022-11-0126069.199636229845
2022-12-0125431.491110540308
2023-01-0127128.576089748483
2023-03-0127953.792859275098
2023-04-0126918.922296194993
2023-05-0119822.974445840595
2023-06-0122115.281817740044
2023-07-0122182.690371892506
2023-08-0126295.653501981993
2023-09-0123510.382028088054
2023-10-0124540.045957222297
2023-11-0119899.893784667503
2023-12-0121935.479392142843
2024-02-0124877.574680486232
2024-03-0126069.407901587674
2024-04-0125817.198553249982
2024-05-0124380.86180205072
2024-06-0123689.906766541477
2024-07-0128819.204842863786
2024-08-0125636.771331579275
2024-09-0127897.21410373003
2024-10-0126015.328330336626
2024-11-0128977.06998410241
2024-12-0126472.81789971329
2025-01-0128159.9061417454
2025-02-0126175.970343013043
2025-03-0124351.704651953874
2025-04-0125632.675446208526
2025-05-0127350.23985227044
2025-06-0126721.00078446618
2025-07-0128897.929148125266
2025-08-0131003.005963331412
2025-09-0129498.080487618627
2025-10-0128424.819676911004
2025-11-0127157.663818059384
2025-12-0128674.668684526576
2026-01-0123839.441293466716
2026-02-0123818.61475768326
2026-03-0123774.879032537992
2026-04-0122867.5362902386
2026-05-0121083.396391455568
Annual Return Matrix
YearAnnual Return
20170.30968484312503763
2018-0.4097827296340205
20190.778088353831353
20200.33684295188166735
20210.4122082084491021
2022-0.2906091149388562
2023-0.1374678229916496
20240.2068492977270282
20250.08317402375351723
2026-0.26473792519065487
Total Factor Risk
0.4772617966400559
VTI.US Exposure
0.12565521207192154
VEA.US Exposure
-0.004630288300168661
VWO.US Exposure
0.0013653693524821981
QQQ.US Exposure
-0.04090847939685369
VTV.US Exposure
-0.015462206889332268
IJR.US Exposure
0.0033412868639305783
QUAL.US Exposure
0.0009758616151616794
SHV.US Exposure
0.5959623607556349
TLT.US Exposure
0.002636554317595367
LQD.US Exposure
0.10645004265020985
HYG.US Exposure
-0.0017928887849608056
GLD.US Exposure
0.000013204704765980764
USO.US Exposure
0.0007861378408919895
VNQ.US Exposure
0.02562244342659105
BTC-USD.CC Exposure
0.018366437747551007
CPER.US Exposure
0.0014600275167606577
VIX.INDX Exposure
0.03764006823113427
UUP.US Exposure
0.00931185065923755
TIP.US Exposure
0.00932271663346299
Idiosyncratic Exposure
0.1238842889839839
Value Score
32.5
Growth Score
54.5
Profit Score
37.5
Health Score
22.8
Yield Score
0
Moat Score
39.3

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.7%

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 →Fairly Valued17.8x
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$1.2B
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
1.0/ 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
1.14
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$75
Avg Yield on Cost
0.75%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$74.980.75%Solid

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 →
-11.1%
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 →
-19.7%
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 →
35.2% 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 →
0.81
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 →
33
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-23.5%
50.0% retracement-19.0%
61.8% retracement-14.0%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Altus Group Limited a high-risk investment?

Altus Group Limited (ASGTF.US) has an annualized volatility of 47.7% and experienced a maximum drawdown of 44.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASGTF.US has generated a Compound Annual Growth Rate (CAGR) of 7.9%. 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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