Athene Holding Ltd.

10-Year Study

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

Executive Summary: Athene Holding Ltd. has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 7.2% and an annualized volatility of 41.6%.

1Y CAGR
+4.0%
3Y CAGR
+8.2%
5Y CAGR
+6.1%
10Y CAGR
+6.1%

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 →
7.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +10.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -3.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

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————————-3.1%
20250.60.71.5-4.01.22.62.6-1.42.7-1.6-0.02.06.8%
20242.82.1-0.01.9-1.70.50.11.82.90.92.1-3.510.0%
20232.5-1.4-5.93.5-1.60.24.11.41.5-0.81.22.47.0%

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 41.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.6% of variance. Idiosyncratic stock-specific factors contribute 1.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0110252.548497341337
2023-02-0110112.662677856226
2023-03-019519.041510394736
2023-04-019849.783096191699
2023-05-019694.376168979328
2023-06-019714.303900351551
2023-07-0110108.549829120928
2023-08-0110250.834810368297
2023-09-0110404.674938062457
2023-10-0110317.668602316906
2023-11-0110446.146162810055
2023-12-0110699.331172455664
2024-01-0110999.128467767998
2024-02-0111231.357533857557
2024-03-0111227.440535062036
2024-04-0111442.434806451298
2024-05-0111244.626367277393
2024-06-0111303.91993654462
2024-07-0111312.684221349602
2024-08-0111514.213809379255
2024-09-0111846.81596960409
2024-10-0111953.896924176697
2024-11-0112199.296898716206
2024-12-0111772.19714254938
2025-01-0111844.90643269127
2025-02-0111922.120271448015
2025-03-0112106.610914717143
2025-04-0111625.113837777495
2025-05-0111759.368971494041
2025-06-0112070.329713373612
2025-07-0112386.382553687365
2025-08-0112211.831294861877
2025-09-0112539.830981501973
2025-10-0112333.258257523084
2025-11-0112328.45993399857
2025-12-0112578.46238212282
2026-01-0112661.698606527678
2026-02-0112573.566133628414
2026-03-0112172.07375708732
2026-04-0112191.658751064933
Annual Return Matrix
YearAnnual Return
20230.06993311724556639
20240.10027411553123033
20250.06848893454725435
2026-0.030751265083690305
Total Factor Risk
0.4163765274004466
VTI.US Exposure
0.03367577377236405
VEA.US Exposure
0.0011746237278764883
VWO.US Exposure
0.0006655758665088327
QQQ.US Exposure
-0.006869478701905453
VTV.US Exposure
-0.006661113130738275
IJR.US Exposure
0.007372144843815895
QUAL.US Exposure
0.0028195798234527617
SHV.US Exposure
0.9156189755347208
TLT.US Exposure
0.0019964465578506635
LQD.US Exposure
0.00028354998629432477
HYG.US Exposure
0.03518304989521479
GLD.US Exposure
-0.00010435861888662841
USO.US Exposure
0.0006504035941293829
VNQ.US Exposure
0.002824761600437017
BTC-USD.CC Exposure
-0.0012407133848589922
CPER.US Exposure
0.0014653995112216918
VIX.INDX Exposure
-0.0007677533230602782
UUP.US Exposure
0.0005776499286767255
TIP.US Exposure
0.0009850069104370505
Idiosyncratic Exposure
0.010350475606449252
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
41.6%

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 →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
$237
Avg Yield on Cost
2.37%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$237.162.37%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 →
-1.5%
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 →
-2.0%
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 →
4.5% 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-PE.US) has an annualized volatility of 41.6% and experienced a maximum drawdown of 7.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATH-PE.US has generated a Compound Annual Growth Rate (CAGR) of 6.1%. It has had a positive return in 75% 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.

Run a Full Backtest on Athene Holding Ltd.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest