ATH-P-A

10-Year Study

ATH-P-A.US · Other · US · Preferred Stock

Executive Summary: ATH-P-A has compounded at -1.7% annually over the last 10 years, with a maximum drawdown of 30.2% and an annualized volatility of 22.0%.

1Y CAGR
+3.6%
3Y CAGR
+5.1%
5Y CAGR
-3.8%
10Y CAGR
-1.7%

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 →
30.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +8.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-1.6-3.12.0————————-2.0%
20250.92.3-3.3-3.7-0.43.63.0-0.12.3-2.0-0.9-0.51.0%
20245.83.5-3.2-1.33.1-0.50.52.5-0.00.92.5-5.28.4%
202318.7-2.9-12.1-0.3-3.80.71.93.3-2.0-2.412.8-5.74.8%
2022-5.8-2.6-2.4-3.82.9-6.19.1-8.8-0.3-2.33.4-12.9-27.3%
2021-1.9-5.25.7-0.62.30.71.20.0-0.30.8-4.73.61.2%
20202.2-3.3-16.17.74.1-3.06.92.30.7-0.34.93.98.1%
2019——————————-2.22.70.5%

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 22.0%. The dominant macroeconomic risk driver is HYG.US, accounting for 35.6% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-019783.010964871455
2019-12-0110049.816631606382
2020-01-0110275.257367313885
2020-02-019940.651935141575
2020-03-018343.392222201537
2020-04-018990.003164733698
2020-05-019360.165310795464
2020-06-019077.200886125434
2020-07-019702.701193290764
2020-08-019929.817376249606
2020-09-019996.835266303033
2020-10-019970.772753504478
2020-11-0110458.514064448871
2020-12-0110864.34462088352
2021-01-0110655.844518495076
2021-02-0110104.808533611333
2021-03-0110685.630247407711
2021-04-0110622.335573468363
2021-05-0110871.791053111678
2021-06-0110946.255375393264
2021-07-0111076.567939386041
2021-08-0111076.567939386041
2021-09-0111043.058994359328
2021-10-0111128.692964983153
2021-11-0110607.442709012044
2021-12-0110990.933968762218
2022-01-0110354.264013254648
2022-02-0110089.915669155016
2022-03-019851.62983785394
2022-04-019475.585010331924
2022-05-019751.103002773796
2022-06-019155.388424521101
2022-07-019985.665617960794
2022-08-019103.263398923991
2022-09-019077.200886125434
2022-10-018864.977567622913
2022-11-019166.55807286334
2022-12-017986.298564700188
2023-01-019483.031442560085
2023-02-019207.513450118213
2023-03-018097.995048122568
2023-04-018075.655751438093
2023-05-017766.628813969507
2023-06-017818.753839566618
2023-07-017963.959268015712
2023-08-018224.584396001266
2023-09-018060.7628869817745
2023-10-017867.155649049649
2023-11-018872.423999851071
2023-12-018369.789824450361
2024-01-018853.807919280674
2024-02-019166.55807286334
2024-03-018872.423999851071
2024-04-018753.281084200533
2024-05-019021.352644414246
2024-06-018980.397267159373
2024-07-019028.799076642405
2024-08-019252.192043487164
2024-09-019248.468827373084
2024-10-019334.102797996911
2024-11-019568.665413183908
2024-12-019069.754453897276
2025-01-019155.388424521101
2025-02-019367.611743023625
2025-03-019058.584805555038
2025-04-018727.218571401978
2025-05-018689.986410261183
2025-06-018999.01334772977
2025-07-019267.084907943483
2025-08-019259.638475715325
2025-09-019475.585010331924
2025-10-019289.424204627958
2025-11-019207.513450118213
2025-12-019159.111640635181
2026-01-019226.12953068861
2026-02-019077.200886125434
2026-03-018797.959677569484
2026-04-018972.950834931215
Annual Return Matrix
YearAnnual Return
20200.08104903991138213
20210.011651816312542751
2022-0.27337398373983746
20230.04801864801864797
20240.08362989323843406
20250.009852216748768461
2026-0.020325203252032464
Total Factor Risk
0.21954364726576842
VTI.US Exposure
0.25444031278787355
VEA.US Exposure
0.10198487118637005
VWO.US Exposure
-0.01732298410422914
QQQ.US Exposure
-0.11389435457396158
VTV.US Exposure
-0.0806049823841924
IJR.US Exposure
0.0925718210880844
QUAL.US Exposure
0.08908126862748664
SHV.US Exposure
0.0014591694907991806
TLT.US Exposure
0.04994621856490858
LQD.US Exposure
-0.01313852321408488
HYG.US Exposure
0.35562146383603144
GLD.US Exposure
0.0000037916521829548124
USO.US Exposure
0.005914791535846418
VNQ.US Exposure
0.06096480357626096
BTC-USD.CC Exposure
-0.009785897283219788
CPER.US Exposure
0.006797034009125167
VIX.INDX Exposure
-0.01854457377038779
UUP.US Exposure
0.028206104449569145
TIP.US Exposure
0.042189237234145284
Idiosyncratic Exposure
0.1641104272913921
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
22.0%

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$0
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 →
+0.1%
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 →
-2.6%
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 →
5.6% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ATH-P-A a high-risk investment?

ATH-P-A (ATH-P-A.US) has an annualized volatility of 22.0% and experienced a maximum drawdown of 30.2% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of ATH-P-A.US?

Over the past 10 years, ATH-P-A.US has generated a Compound Annual Growth Rate (CAGR) of -1.7%. It has had a positive return in 71% 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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