Alphatec Holdings Inc

10-Year Study

ATEC.US · Healthcare · US · Common Stock

Executive Summary: Alphatec Holdings Inc has compounded at 16.0% annually over the last 10 years, with a maximum drawdown of 86.2% and an annualized volatility of 87.7%.

1Y CAGR
-14.0%
3Y CAGR
-10.9%
5Y CAGR
-5.8%
10Y CAGR
+16.0%

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 →
86.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +209.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -48.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-29.5-8.2-20.1-0.6————————-48.6%
202528.46.3-19.18.313.2-10.7-4.750.3-8.630.618.7-6.7129.2%
20246.5-16.52.7-8.5-23.17.6-3.3-31.7-19.441.233.5-12.4-39.2%
20235.413.75.3-7.45.018.6-1.7-7.5-20.7-29.229.327.322.3%
2022-9.56.64.4-5.7-29.2-14.815.30.715.217.20.220.48.0%
20212.57.9-1.61.3-9.35.7-3.8-1.8-15.8-3.8-5.43.0-21.3%
2020-1.9-15.9-41.031.3-1.85.65.720.510.928.623.038.3104.7%
2019-43.222.366.760.4-7.315.23.511.3-4.037.12.50.6209.8%
201820.3-0.30.619.6-0.3-22.2-9.430.0-4.0-11.0-9.7-15.5-13.9%
2017-10.116.8-30.9-12.9-3.9-5.1-11.923.911.958.8-27.01.5-17.1%
2016———-8.1-6.269.217.1-18.7135.0-33.7-16.1-38.611.5%

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 87.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 18.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019191.666666666668
2016-05-018625
2016-06-0114591.666666666668
2016-07-0117083.333333333336
2016-08-0113888.888888888889
2016-09-0132638.888888888894
2016-10-0121631.944444444445
2016-11-0118159.722222222226
2016-12-0111145.833333333332
2017-01-0110017.361111111111
2017-02-0111701.38888888889
2017-03-018090.277777777778
2017-04-017048.61111111111
2017-05-016770.833333333334
2017-06-016423.611111111111
2017-07-015659.722222222222
2017-08-017013.88888888889
2017-09-017847.222222222222
2017-10-0112465.277777777777
2017-11-019097.222222222223
2017-12-019236.111111111111
2018-01-0111111.111111111111
2018-02-0111076.388888888889
2018-03-0111145.833333333332
2018-04-0113333.333333333332
2018-05-0113298.611111111111
2018-06-0110347.222222222223
2018-07-019375.000000000002
2018-08-0112187.5
2018-09-0111701.38888888889
2018-10-0110416.666666666668
2018-11-019409.722222222223
2018-12-017951.38888888889
2019-01-014513.888888888889
2019-02-015520.833333333334
2019-03-019201.388888888889
2019-04-0114756.944444444443
2019-05-0113680.555555555557
2019-06-0115763.88888888889
2019-07-0116319.444444444447
2019-08-0118159.722222222226
2019-09-0117430.555555555555
2019-10-0123888.888888888887
2019-11-0124479.166666666664
2019-12-0124635.416666666664
2020-01-0124166.666666666668
2020-02-0120312.5
2020-03-0111979.166666666668
2020-04-0115729.166666666668
2020-05-0115451.38888888889
2020-06-0116319.444444444447
2020-07-0117256.944444444445
2020-08-0120798.611111111113
2020-09-0123055.555555555555
2020-10-0129652.777777777777
2020-11-0136458.333333333336
2020-12-0150416.66666666667
2021-01-0151666.66666666667
2021-02-0155729.16666666667
2021-03-0154826.38888888888
2021-04-0155520.833333333336
2021-05-0150347.222222222226
2021-06-0153194.444444444445
2021-07-0151180.55555555556
2021-08-0150277.777777777774
2021-09-0142326.38888888889
2021-10-0140729.16666666667
2021-11-0138541.666666666664
2021-12-0139687.5
2022-01-0135902.777777777774
2022-02-0138263.88888888889
2022-03-0139930.555555555555
2022-04-0137673.61111111111
2022-05-0126666.666666666664
2022-06-0122708.333333333336
2022-07-0126180.55555555556
2022-08-0126354.166666666664
2022-09-0130347.222222222223
2022-10-0135555.555555555555
2022-11-0135625
2022-12-0142881.944444444445
2023-01-0145208.33333333333
2023-02-0151423.61111111112
2023-03-0154166.66666666667
2023-04-0150138.88888888889
2023-05-0152638.88888888889
2023-06-0162430.55555555556
2023-07-0161354.16666666668
2023-08-0156770.833333333336
2023-09-0145034.722222222226
2023-10-0131875
2023-11-0141215.277777777774
2023-12-0152465.277777777774
2024-01-0155868.055555555555
2024-02-0146631.944444444445
2024-03-0147881.944444444445
2024-04-0143819.444444444445
2024-05-0133715.27777777778
2024-06-0136284.722222222226
2024-07-0135069.444444444445
2024-08-0123958.333333333336
2024-09-0119305.555555555555
2024-10-0127256.944444444445
2024-11-0136388.88888888889
2024-12-0131875
2025-01-0140937.5
2025-02-0143506.944444444445
2025-03-0135208.333333333336
2025-04-0138125.00000000001
2025-05-0143159.722222222226
2025-06-0138541.666666666664
2025-07-0136736.11111111111
2025-08-0155208.333333333336
2025-09-0150486.11111111111
2025-10-0165937.5
2025-11-0178298.61111111111
2025-12-0173055.55555555555
2026-01-0151493.055555555555
2026-02-0147291.66666666667
2026-03-0137777.77777777778
2026-04-0137569.444444444445
Annual Return Matrix
YearAnnual Return
2017-0.17133956386292826
2018-0.13909774436090228
20192.0982532751091703
20201.0465116279069768
2021-0.2128099173553719
20220.0804899387576552
20230.2234817813765182
2024-0.3924553275976175
20251.291938997821351
2026-0.48574144486692017
Total Factor Risk
0.876782227903731
VTI.US Exposure
0.5111796566529715
VEA.US Exposure
0.05041433862940275
VWO.US Exposure
0.006073761406583087
QQQ.US Exposure
-0.01685179151241702
VTV.US Exposure
-0.013031937297079068
IJR.US Exposure
-0.009009688004956773
QUAL.US Exposure
0.00318248031681734
SHV.US Exposure
0.24229735458958548
TLT.US Exposure
0.0010203961882336624
LQD.US Exposure
0.0016178503775285654
HYG.US Exposure
-0.0004969595795212382
GLD.US Exposure
0.010085058276934107
USO.US Exposure
0.0019268674317752376
VNQ.US Exposure
0.0071222638552641705
BTC-USD.CC Exposure
0.004040326999640944
CPER.US Exposure
0.0003964334354351031
VIX.INDX Exposure
0.0076542039469734546
UUP.US Exposure
0.00018009255816394936
TIP.US Exposure
0.0048193029215413555
Idiosyncratic Exposure
0.18737998880712345
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
87.7%

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
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$1.7B
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 →
-13.3%
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 →
-29.9%
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 →
52.3% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alphatec Holdings Inc a high-risk investment?

Alphatec Holdings Inc (ATEC.US) has an annualized volatility of 87.7% and experienced a maximum drawdown of 86.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ATEC.US has generated a Compound Annual Growth Rate (CAGR) of 16.0%. It has had a positive return in 50% 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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