ATH-P-E

10-Year Study

ATH-P-E.US · · US · Preferred Stock

Executive Summary: ATH-P-E has compounded at -1.0% annually over the last 10 years, with a maximum drawdown of 9.5% and an annualized volatility of 17.8%.

1Y CAGR
-2.1%
3Y CAGR
+0.8%
5Y CAGR
-1.0%
10Y CAGR
-1.0%

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 →
9.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +2.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -3.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.7-3.20.2————————-3.0%
20250.60.7-0.3-4.01.20.72.6-1.40.8-1.6-0.00.1-0.8%
20242.82.1-1.81.9-1.7-1.30.11.81.00.92.1-5.22.2%
20232.5-1.4-8.23.5-1.6-1.84.11.4-0.4-0.81.20.5-1.6%

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 17.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.5% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0110252.525252525253
2023-02-0110112.665112665114
2023-03-019281.274281274282
2023-04-019603.729603729604
2023-05-019452.214452214452
2023-06-019285.159285159285
2023-07-019662.004662004663
2023-08-019797.979797979799
2023-09-019755.244755244756
2023-10-019673.659673659673
2023-11-019794.094794094795
2023-12-019844.599844599845
2024-01-0110120.43512043512
2024-02-0110334.110334110335
2024-03-0110143.745143745144
2024-04-0110337.995337995339
2024-05-0110159.285159285158
2024-06-0110023.310023310023
2024-07-0110031.080031080031
2024-08-0110209.79020979021
2024-09-0110314.685314685315
2024-10-0110407.92540792541
2024-11-0110621.600621600623
2024-12-0110066.045066045066
2025-01-0110128.20512820513
2025-02-0110194.250194250193
2025-03-0110159.285159285158
2025-04-019755.244755244756
2025-05-019867.909867909868
2025-06-019941.724941724942
2025-07-0110202.020202020203
2025-08-0110058.27505827506
2025-09-0110139.860139860142
2025-10-019972.804972804974
2025-11-019968.919968919969
2025-12-019980.574980574982
2026-01-0110046.620046620048
2026-02-019976.689976689977
2026-03-019658.119658119658
2026-04-019681.429681429683
Annual Return Matrix
YearAnnual Return
2023-0.015540015540015495
20240.022494080505130132
2025-0.008490930142802
2026-0.02997275204359673
Total Factor Risk
0.17816275158742848
VTI.US Exposure
0.22317363339338273
VEA.US Exposure
0.0031208980250390463
VWO.US Exposure
-0.0006585742519095346
QQQ.US Exposure
-0.028089338488196086
VTV.US Exposure
-0.04217296118532072
IJR.US Exposure
0.03456059890061362
QUAL.US Exposure
0.06296567174068571
SHV.US Exposure
0.34480684147920265
TLT.US Exposure
0.0019350566527897397
LQD.US Exposure
0.015030365437109734
HYG.US Exposure
0.29058901803111487
GLD.US Exposure
0.0007383437741055756
USO.US Exposure
0.0016332385710701122
VNQ.US Exposure
0.029881977336153047
BTC-USD.CC Exposure
-0.0027331668674551277
CPER.US Exposure
0.002007036132188618
VIX.INDX Exposure
-0.0064864315679832325
UUP.US Exposure
0.011859759211006286
TIP.US Exposure
-0.0010059680278611716
Idiosyncratic Exposure
0.05884400170426401
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
17.8%

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 →
-1.6%
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 →
-3.5%
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 →
6.1% 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-E a high-risk investment?

ATH-P-E (ATH-P-E.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 9.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATH-P-E.US has generated a Compound Annual Growth Rate (CAGR) of -1.0%. It has had a positive return in 25% 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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