Asm Pacific Technology Ltd ADR

10-Year Study

ASMVY.US · Technology · US · Common Stock

Executive Summary: Asm Pacific Technology Ltd ADR has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 60.4% and an annualized volatility of 60.7%.

1Y CAGR
+174.3%
3Y CAGR
+27.6%
5Y CAGR
+7.8%
10Y CAGR
+11.2%

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 →
60.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +83.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.3%
% 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.
202635.16.7-9.129.4————————69.4%
2025-4.4-14.5-10.9-5.62.29.515.45.618.5-0.6-7.32.14.7%
20241.925.93.3-0.8-3.716.4-25.38.28.0-10.2-7.2-4.91.8%
202316.33.715.1-19.911.416.7-1.42.9-11.0-5.721.6-6.739.6%
2022-6.59.1-8.71.4-8.0-5.5-6.8-0.9-21.3-9.234.3-4.3-30.3%
202110.6-4.5-6.917.2-11.22.2-4.5-7.2-6.1-4.1-1.42.3-15.7%
2020-1.4-13.1-22.07.1-7.513.86.7-3.0-4.3-1.923.16.5-3.9%
201912.0-1.05.73.8-15.25.614.2-1.26.713.9-5.46.149.8%
20180.49.01.7-12.95.6-5.0-5.3-12.5-1.5-18.320.9-6.2-26.5%
201756.30.00.00.01.20.00.08.416.51.71.2-10.783.8%
2016———0.0-8.60.00.00.00.00.00.00.0-8.6%

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 60.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.4% of variance. Idiosyncratic stock-specific factors contribute 21.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-019138.417269187263
2016-06-019138.417269187263
2016-07-019138.417269187263
2016-08-019138.417269187263
2016-09-019138.417269187263
2016-10-019138.417269187263
2016-11-019138.417269187263
2016-12-019138.417269187263
2017-01-0114287.479213691076
2017-02-0114287.479213691076
2017-03-0114287.479213691076
2017-04-0114287.479213691076
2017-05-0114462.475173718807
2017-06-0114462.475173718807
2017-07-0114462.475173718807
2017-08-0115679.523335401105
2017-09-0118264.844943257936
2017-10-0118578.607434591544
2017-11-0118800.362815573964
2017-12-0116792.314148243524
2018-01-0116859.247366198728
2018-02-0118369.467192818756
2018-03-0118674.836967570754
2018-04-0116265.188992509113
2018-05-0117169.41297899736
2018-06-0116309.498365766058
2018-07-0115449.531623860337
2018-08-0113524.8888356018
2018-09-0113318.824185619784
2018-10-0110884.310832859832
2018-11-0113157.798710336594
2018-12-0112339.847680013345
2019-01-0113816.861541027874
2019-02-0113675.175803954482
2019-03-0114456.636762183776
2019-04-0115006.177247918764
2019-05-0112724.40091120923
2019-06-0113440.02335364614
2019-07-0115346.942392601899
2019-08-0115160.2696095041
2019-09-0116172.295694692782
2019-10-0118424.410815657367
2019-11-0117423.488138120134
2019-12-0118486.391809542678
2020-01-0118225.122893349944
2020-02-0115837.890248288877
2020-03-0112352.306433199708
2020-04-0113233.698060292025
2020-05-0112246.328838103977
2020-06-0113937.38303628677
2020-07-0114877.888580171297
2020-08-0114434.429946880882
2020-09-0113817.643471144173
2020-10-0113551.995746300167
2020-11-0116681.123685705796
2020-12-0117761.646849082274
2021-01-0119652.666642339955
2021-02-0118774.715507759352
2021-03-0117482.497797563505
2021-04-0120487.82013522178
2021-05-0118188.94559330251
2021-06-0118590.23212898719
2021-07-0117757.84145584962
2021-08-0116472.244087305102
2021-09-0115464.231910046761
2021-10-0114837.123956774902
2021-11-0114625.742182002054
2021-12-0114967.18499945265
2022-01-0113987.009534334553
2022-02-0115259.835377646183
2022-03-0113933.577643054115
2022-04-0114124.52497745435
2022-05-0112998.441352634847
2022-06-0112282.193366104895
2022-07-0111450.5324944092
2022-08-0111349.97628145314
2022-09-018935.376082321602
2022-10-018114.1409455098965
2022-11-0110898.958990371833
2022-12-0110428.289189034213
2023-01-0112124.66051200784
2023-02-0112570.777707693669
2023-03-0114468.209327905002
2023-04-0111585.33724645916
2023-05-0112901.69053291144
2023-06-0115057.523992222403
2023-07-0114849.582709961269
2023-08-0115274.066505762825
2023-09-0113596.252990882696
2023-10-0112826.15608367695
2023-11-0115602.007996538656
2023-12-0114560.112180907352
2024-01-0114835.507967867885
2024-02-0118670.61454494274
2024-03-0119279.008304097835
2024-04-0119121.944608070564
2024-05-0118414.089338122223
2024-06-0121441.983391804333
2024-07-0116018.516105153962
2024-08-0117326.78944707115
2024-09-0118705.749271501776
2024-10-0116800.02919205768
2024-11-0115588.975827933673
2024-12-0114824.61307491412
2025-01-0114166.17578831588
2025-02-0112105.529288495725
2025-03-0110788.602586624827
2025-04-0110189.487731516476
2025-05-0110415.778307173427
2025-06-0111405.180547663856
2025-07-0113165.826526197267
2025-08-0113907.930335239507
2025-09-0116481.001704607654
2025-10-0116389.255237628564
2025-11-0115195.508593411978
2025-12-0115515.5786543504
2026-01-0120955.72711681515
2026-02-0122352.775591269492
2026-03-0120314.544421449908
2026-04-0126283.27764253283
Annual Return Matrix
YearAnnual Return
20170.8375516956162117
2018-0.2651490693256181
20190.4981053485356055
2020-0.03920424103995723
2021-0.1573312358574459
2022-0.30325647812761214
20230.39621292783268114
20240.018166130227595723
20250.04660935000087907
20260.6939927429108992
Total Factor Risk
0.606573737566166
VTI.US Exposure
0.11186508195066475
VEA.US Exposure
0.11125754174589195
VWO.US Exposure
0.018589796778260347
QQQ.US Exposure
0.0188593612134898
VTV.US Exposure
-0.02097114429329823
IJR.US Exposure
0.00428209770291033
QUAL.US Exposure
-0.018884650205361016
SHV.US Exposure
0.31412008775558453
TLT.US Exposure
-0.004937909095986981
LQD.US Exposure
0.11757893817355541
HYG.US Exposure
0.11026627172666696
GLD.US Exposure
-0.0032571061487788795
USO.US Exposure
0.0008177867534605219
VNQ.US Exposure
0.0003563676951618232
BTC-USD.CC Exposure
-0.001924735543569288
CPER.US Exposure
0.02277150357497848
VIX.INDX Exposure
-0.0180744253980617
UUP.US Exposure
0.01990234239937982
TIP.US Exposure
-1.1800255278724858e-7
Idiosyncratic Exposure
0.21738291121760434
Value Score
34.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
60.7%

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 →39.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.32%
Market Cap$5.5B
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 →
+22.1%
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 →
+53.7%
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 →
0.0% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Asm Pacific Technology Ltd ADR a high-risk investment?

Asm Pacific Technology Ltd ADR (ASMVY.US) has an annualized volatility of 60.7% and experienced a maximum drawdown of 60.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASMVY.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. 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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