Astrana Health Inc

10-Year Study

ASTH.US · Healthcare · US · Common Stock

Executive Summary: Astrana Health Inc has compounded at 19.8% annually over the last 10 years, with a maximum drawdown of 78.3% and an annualized volatility of 110.6%.

1Y CAGR
+25.8%
3Y CAGR
-1.1%
5Y CAGR
-2.6%
10Y CAGR
+19.8%

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 →
78.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
151.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +302.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -59.7%
% 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.
2026-8.3-10.620.624.8————————23.3%
202516.9-31.222.20.5-20.50.4-4.133.9-11.310.1-26.27.7-21.3%
2024-9.329.6-6.8-11.511.5-2.129.3-8.921.2-7.2-19.6-27.1-17.7%
202320.4-2.14.5-2.7-10.9-0.115.93.4-18.51.26.515.329.4%
2022-29.9-6.50.7-24.72.92.837.4-18.7-9.6-9.1-19.74.0-59.7%
202120.412.59.59.617.580.140.7-14.119.9-24.636.5-21.6302.2%
2020-2.7-2.5-26.020.321.6-12.71.512.8-5.0-3.85.60.3-0.8%
2019-1.60.1-6.25.6-7.8-6.3-8.428.0-10.0-15.022.00.8-7.3%
2018-24.08.9-19.83.4-16.287.1-6.5-36.944.7-7.3-12.410.8-17.3%
201736.7-12.20.010.011.1-9.1-9.0-8.817.5-17.921.2147.4220.0%
2016———-0.5-13.6-2.00.0-5.0-5.3-5.6-64.7400.026.5%

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 110.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 18.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019949.409780775717
2016-05-018600.337268128162
2016-06-018431.703204047219
2016-07-018431.703204047219
2016-08-018010.118043844857
2016-09-017588.532883642496
2016-10-017166.947723440136
2016-11-012529.5109612141655
2016-12-0112647.554806070826
2017-01-0117284.9915682968
2017-02-0115177.065767284992
2017-03-0115177.065767284992
2017-04-0116694.772344013494
2017-05-0118549.74704890388
2017-06-0116863.406408094437
2017-07-0115345.699831365935
2017-08-0113996.627318718382
2017-09-0116441.821247892076
2017-10-0113490.725126475549
2017-11-0116357.5042158516
2017-12-0140472.17537942665
2018-01-0130775.716694772345
2018-02-0133524.451939291735
2018-03-0126897.133220910626
2018-04-0127824.62057335582
2018-05-0123305.22765598651
2018-06-0143608.76897133221
2018-07-0140775.716694772345
2018-08-0125716.694772344013
2018-09-0137217.53794266442
2018-10-0134485.66610455312
2018-11-0130219.22428330523
2018-12-0133473.861720067456
2019-01-0132934.23271500843
2019-02-0132951.09612141653
2019-03-0130893.760539629006
2019-04-0132630.691399662734
2019-05-0130084.31703204047
2019-06-0128178.7521079258
2019-07-0125801.011804384485
2019-08-0133018.5497470489
2019-09-0129713.322091062397
2019-10-0125244.519392917373
2019-11-0130809.44350758853
2019-12-0131045.531197301858
2020-01-0130219.22428330523
2020-02-0129460.37099494098
2020-03-0121787.52107925801
2020-04-0126205.73355817875
2020-05-0131854.974704890392
2020-06-0127824.62057335582
2020-07-0128246.205733558178
2020-08-0131854.974704890392
2020-09-0130252.95109612142
2020-10-0129106.239460370998
2020-11-0130725.12647554806
2020-12-0130809.44350758853
2021-01-0137099.49409780776
2021-02-0141736.930860033724
2021-03-0145682.96795952783
2021-04-0150067.453625632385
2021-05-0158819.5615514334
2021-06-01105919.05564924116
2021-07-01149021.92242833055
2021-08-01128010.11804384485
2021-09-01153541.31534569984
2021-10-01115733.55817875211
2021-11-01157959.52782462057
2021-12-01123912.31028667792
2022-01-0186812.81618887014
2022-02-0181146.71163575043
2022-03-0181736.93086003374
2022-04-0161517.706576728495
2022-05-0163305.22765598651
2022-06-0165075.88532883643
2022-07-0189426.6441821248
2022-08-0172731.87183811131
2022-09-0165767.2849915683
2022-10-0159797.63912310287
2022-11-0147993.25463743677
2022-12-0149898.81956155144
2023-01-0160101.180438448566
2023-02-0158853.28836424958
2023-03-0161500.843170320404
2023-04-0159848.229342327155
2023-05-0153322.091062394604
2023-06-0153288.36424957842
2023-07-0161770.65767284993
2023-08-0163844.85666104554
2023-09-0152023.60876897134
2023-10-0152630.69139966274
2023-11-0156037.099494097805
2023-12-0164586.84654300169
2024-01-0158600.33726812817
2024-02-0175952.78246205734
2024-03-0170809.44350758854
2024-04-0162647.55480607083
2024-05-0169865.09274873525
2024-06-0168397.97639123103
2024-07-0188465.4300168634
2024-08-0180590.21922428331
2024-09-0197706.57672849916
2024-10-0190691.39966273187
2024-11-0172934.23271500843
2024-12-0153170.32040472176
2025-01-0162175.37942664418
2025-02-0142799.32546374368
2025-03-0152293.42327150085
2025-04-0152563.237774030364
2025-05-0141804.3844856661
2025-06-0141956.155143338954
2025-07-0140236.08768971332
2025-08-0153895.44688026982
2025-09-0147807.75716694773
2025-10-0152630.69139966274
2025-11-0138853.28836424958
2025-12-0141838.1112984823
2026-01-0138347.38617200674
2026-02-0134283.30522765599
2026-03-0141349.07251264756
2026-04-0151602.02360876897
Annual Return Matrix
YearAnnual Return
20172.2
2018-0.1729166666666666
2019-0.0725440806045341
2020-0.0076045627376426506
20213.021893814997264
2022-0.597305389221557
20230.29435620141939833
2024-0.1767624020887728
2025-0.21313035204567088
20260.233373639661427
Total Factor Risk
1.1063307795752766
VTI.US Exposure
0.15007325954133288
VEA.US Exposure
-0.006496458327408264
VWO.US Exposure
-0.005646635813663007
QQQ.US Exposure
-0.04676677139446023
VTV.US Exposure
0.07376276588501178
IJR.US Exposure
0.034829610613239824
QUAL.US Exposure
0.07790916849704084
SHV.US Exposure
0.4703288319367513
TLT.US Exposure
-0.002723993462705764
LQD.US Exposure
0.04793566456189703
HYG.US Exposure
-0.0023403559717617437
GLD.US Exposure
-0.0000058345325091346264
USO.US Exposure
-0.0005923163177812647
VNQ.US Exposure
0.008171875847081112
BTC-USD.CC Exposure
-0.002469959461742733
CPER.US Exposure
0.002484878763403942
VIX.INDX Exposure
-0.0063630005688895
UUP.US Exposure
0.011866509855698544
TIP.US Exposure
0.006642002861060852
Idiosyncratic Exposure
0.18940075748840351
Value Score
28.2
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
110.6%

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 →54.5x
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$1.4B
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 →
+29.7%
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 →
+18.1%
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 →
9.7% 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 →
0.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Astrana Health Inc a high-risk investment?

Astrana Health Inc (ASTH.US) has an annualized volatility of 110.6% and experienced a maximum drawdown of 78.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASTH.US has generated a Compound Annual Growth Rate (CAGR) of 19.8%. 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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