Athene Holding Ltd

10-Year Study

ATH-PA.US · Financial Services · US · Preferred Stock

Executive Summary: Athene Holding Ltd has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 23.2% and an annualized volatility of 21.1%.

1Y CAGR
+9.3%
3Y CAGR
+11.9%
5Y CAGR
+2.4%
10Y CAGR
+4.9%

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 →
23.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +15.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.5%
% 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.
20260.7-1.6-3.12.2————————-1.9%
20250.92.3-1.7-3.7-0.45.33.0-0.14.0-2.0-0.91.17.7%
20245.83.5-1.6-1.33.11.20.52.51.50.92.5-3.715.6%
202318.7-2.9-10.4-0.3-3.82.61.93.3-0.2-2.412.8-4.012.7%
2022-5.8-2.6-0.9-3.82.9-4.59.1-8.81.3-2.33.4-11.4-22.5%
2021-1.9-5.27.3-0.62.32.11.20.01.00.8-4.75.06.9%
20201.2-4.3-15.76.83.6-1.46.92.32.2-0.34.95.49.8%
2019——————3.54.10.7-0.1-2.24.210.5%

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 21.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110348.492139878088
2019-08-0110768.939914753195
2019-09-0110848.91608231358
2019-10-0110837.400889133321
2019-11-0110602.227416471882
2019-12-0111046.908657592005
2020-01-0111183.773316833951
2020-02-0110698.932123378707
2020-03-019019.776341720519
2020-04-019635.123057885328
2020-05-019980.464274256381
2020-06-019838.50084788487
2020-07-0110516.407718043905
2020-08-0110762.580778220816
2020-09-0111000.676016316052
2020-10-0110971.97396764288
2020-11-0111508.71946468674
2020-12-0112124.868234107886
2021-01-0111892.158210733764
2021-02-0111277.21252119712
2021-03-0112095.077684586828
2021-04-0112023.465786699666
2021-05-0112305.788532930015
2021-06-0112559.695678078739
2021-07-0112709.221320867135
2021-08-0112709.221320867135
2021-09-0112840.929923461204
2021-10-0112940.499106283514
2021-11-0112334.376002566569
2021-12-0112956.769329483475
2022-01-0112206.219350107704
2022-02-0111894.621660021081
2022-03-0111789.953710069205
2022-04-0111339.887254227964
2022-05-0111669.645721618772
2022-06-0111140.691599065036
2022-07-0112151.049543975434
2022-08-0111077.272102296163
2022-09-0111224.620743388788
2022-10-0110962.177460011915
2022-11-0111335.132224208257
2022-12-0110044.112929098492
2023-01-0111926.531921719603
2023-02-0111580.044914982354
2023-03-0110375.876529630137
2023-04-0110347.231770475273
2023-05-019951.303909436729
2023-06-0110208.304688574177
2023-07-0110397.875704661075
2023-08-0110738.175443420872
2023-09-0110716.921032127962
2023-10-0110459.519226362343
2023-11-0111796.026399010036
2023-12-0111318.518263898435
2024-01-0111973.051010587102
2024-02-0112395.96223474953
2024-03-0112196.59471103167
2024-04-0112032.80397818415
2024-05-0112401.347449470642
2024-06-0112551.102250332278
2024-07-0112618.76117145607
2024-08-0112930.9890462441
2024-09-0113130.528438516887
2024-10-0113252.154085888445
2024-11-0113585.120766304597
2024-12-0113087.160273156424
2025-01-0113210.733764150511
2025-02-0113517.003529034328
2025-03-0113281.772766854574
2025-04-0112795.900362069755
2025-05-0112741.303451120582
2025-06-0113414.398001741598
2025-07-0113813.992391951968
2025-08-0113802.87822539988
2025-09-0114349.706677666252
2025-10-0114067.78495806407
2025-11-0113943.753150923505
2025-12-0114093.221504193592
2026-01-0114196.342637151107
2026-02-0113967.184563912186
2026-03-0113537.51317658921
2026-04-0113829.689719968834
Annual Return Matrix
YearAnnual Return
20200.09758020184000094
20210.06861114523582268
2022-0.22479804388869973
20230.1268808249962925
20240.15626091401904185
20250.0768739138238217
2026-0.0186991869918699
Total Factor Risk
0.21137066335598761
VTI.US Exposure
0.25157520618261325
VEA.US Exposure
0.08250378326265556
VWO.US Exposure
-0.019226221353745663
QQQ.US Exposure
-0.11272776370358556
VTV.US Exposure
-0.08000842295617264
IJR.US Exposure
0.08308463261153332
QUAL.US Exposure
0.0574698288919499
SHV.US Exposure
0.007163870063373893
TLT.US Exposure
0.054761290044030936
LQD.US Exposure
-0.005024644465225492
HYG.US Exposure
0.3622411165475801
GLD.US Exposure
0.0001269467017420134
USO.US Exposure
0.0064442596744659205
VNQ.US Exposure
0.06794341061391095
BTC-USD.CC Exposure
-0.010471493346914388
CPER.US Exposure
0.0116690163759412
VIX.INDX Exposure
-0.01480089402066901
UUP.US Exposure
0.019628619165316483
TIP.US Exposure
0.07511873875232145
Idiosyncratic Exposure
0.16252872095887766
Value Score
48.8
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
21.1%

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 →3.0x
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$7.5B
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
$227
Avg Yield on Cost
2.27%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$227.372.27%Solid

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 →
+0.5%
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 →
-1.1%
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 →
4.0% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Athene Holding Ltd a high-risk investment?

Athene Holding Ltd (ATH-PA.US) has an annualized volatility of 21.1% and experienced a maximum drawdown of 23.2% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, ATH-PA.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. 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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