Atara Biotherapeutics Inc

10-Year Study

ATRA.US · Healthcare · US · Common Stock

Executive Summary: Atara Biotherapeutics Inc has compounded at -37.0% annually over the last 10 years, with a maximum drawdown of 99.6% and an annualized volatility of 257.9%.

1Y CAGR
-43.1%
3Y CAGR
-51.4%
5Y CAGR
-58.2%
10Y CAGR
-37.0%

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 →
99.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
89.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +91.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -84.4%
% 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.
2026-71.34.2-12.7-1.7————————-74.3%
2025-33.3-22.2-14.034.5-2.4-1.049.24.618.93.61.719.835.9%
202421.624.7-10.8-0.6-18.7-39.415.6-22.77.09.636.69.33.8%
202354.6-20.1-28.4-6.6-43.55.237.3-33.91.4-12.8-48.8-22.3-84.4%
2022-2.5-16.3-27.7-31.5-18.249.8-61.132.3-5.723.3-2.8-27.6-79.2%
2021-6.0-9.1-14.4-2.1-3.614.7-18.017.519.5-13.515.6-11.9-19.7%
2020-19.7-8.2-30.0-2.638.726.7-15.08.8-3.9-0.479.6-15.419.2%
20199.4-5.811.0-15.5-33.9-9.5-29.0-5.44.6-22.730.115.9-52.6%
2018108.81.91.23.523.4-26.22.29.11.0-17.416.9-13.091.9%
2017-5.314.933.0-16.8-22.55.78.93.35.1-14.21.825.327.5%
2016———-5.40.624.36.6-18.69.5-40.255.1-28.5-25.4%

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 257.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.4% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019464.004203888597
2016-05-019516.552811350499
2016-06-0111828.691539674199
2016-07-0112611.665790856543
2016-08-0110267.9978980557
2016-09-0111240.147136100893
2016-10-016726.221755123489
2016-11-0110430.898581187597
2016-12-017461.902259590121
2017-01-017067.787703625854
2017-02-018118.759852863899
2017-03-0110798.738833420914
2017-04-018985.811875985286
2017-05-016962.690488702049
2017-06-017356.805044666316
2017-07-018013.662637940094
2017-08-018276.405675249605
2017-09-018696.794534944824
2017-10-017461.902259590121
2017-11-017593.273778244877
2017-12-019511.29795060431
2018-01-0119863.373620599054
2018-02-0120244.351024697848
2018-03-0120493.956910141882
2018-04-0121203.36311087756
2018-05-0126169.206516027327
2018-06-0119311.61324224908
2018-07-0119732.002101944297
2018-08-0121518.654755648975
2018-09-0121728.849185496583
2018-10-0117955.859169732
2018-11-0120993.16868102995
2018-12-0118255.386232264846
2019-01-0119968.470835522858
2019-02-0118817.6563321072
2019-03-0120888.07146610615
2019-04-0117656.33210719916
2019-05-0111671.045717288493
2019-06-0110567.524960588544
2019-07-017498.686284813452
2019-08-017094.062007356805
2019-09-017419.863373620598
2019-10-015738.307934839727
2019-11-017467.157120336311
2019-12-018654.755648975302
2020-01-016952.180767209669
2020-02-016384.655806621125
2020-03-014471.886495007882
2020-04-014356.279558591697
2020-05-016043.089858118759
2020-06-017656.3321071991595
2020-07-016510.77246452969
2020-08-017083.552285864425
2020-09-016810.299527062533
2020-10-016784.025223331581
2020-11-0112186.022070415134
2020-12-0110315.291644771414
2021-01-019700.472937467157
2021-02-018817.656332107199
2021-03-017545.980031529165
2021-04-017388.334209143458
2021-05-017125.591171833946
2021-06-018171.308460325801
2021-07-016699.947451392538
2021-08-017871.781397792958
2021-09-019406.200735680504
2021-10-018134.524435102469
2021-11-019400.945874934314
2021-12-018281.660535995796
2022-01-018071.4661061481875
2022-02-016752.49605885444
2022-03-014881.76563321072
2022-04-013342.091434576984
2022-05-012732.5275880189174
2022-06-014093.536521282186
2022-07-011592.2228060956384
2022-08-012107.1991592222807
2022-09-011986.3373620599054
2022-10-012448.765107724645
2022-11-012380.4519180241723
2022-12-011723.594324750394
2023-01-012664.2143983184446
2023-02-012128.2186022070414
2023-03-011523.9096163951654
2023-04-011424.0672622175512
2023-05-01803.9936941671045
2023-06-01846.0325801366264
2023-07-011161.32422490804
2023-08-01767.209668943773
2023-09-01777.7193904361535
2023-10-01677.8770362585392
2023-11-01346.8208092485549
2023-12-01269.574352270418
2024-01-01327.9033185805513
2024-02-01408.82818209016193
2024-03-01364.68734380388287
2024-04-01362.5853914871256
2024-05-01294.79767984299053
2024-06-01178.6652653704677
2024-07-01206.62112293654343
2024-08-01159.74776467961257
2024-09-01170.88807387159048
2024-10-01187.2832337869072
2024-11-01255.9117223486046
2024-12-01279.76879494727694
2025-01-01186.65265611016116
2025-02-01145.24434781738537
2025-03-01124.85549253222196
2025-04-01167.94534463727092
2025-05-01163.95165929027564
2025-06-01162.27009543229954
2025-07-01242.143992806383
2025-08-01253.28429197550946
2025-09-01301.2086163679675
2025-10-01312.1387363419806
2025-11-01317.39359708817085
2025-12-01380.2417268016372
2026-01-01109.30109951161612
2026-02-01113.9253809774041
2026-03-0199.42196531791907
2026-04-0197.74040987913821
Annual Return Matrix
YearAnnual Return
20170.27464788732394374
20180.9193370165745856
2019-0.5259067357512953
20200.1918639951426837
2021-0.19714722363728987
2022-0.7918781725888324
2023-0.8435975633016447
20240.03781681228573475
20250.35912844344664907
2026-0.7429519092991943
Total Factor Risk
2.5790674115656365
VTI.US Exposure
0.28085340031564165
VEA.US Exposure
0.003641955359106825
VWO.US Exposure
0.002886010226500925
QQQ.US Exposure
0.016499870991340385
VTV.US Exposure
0.03805490396933847
IJR.US Exposure
-0.0002424523783648088
QUAL.US Exposure
-0.0007778316356829671
SHV.US Exposure
0.39431721985457024
TLT.US Exposure
0.047632484437880616
LQD.US Exposure
0.06904034369800548
HYG.US Exposure
0.0427945033567849
GLD.US Exposure
-0.0000060186338987552385
USO.US Exposure
0.000046660307973202046
VNQ.US Exposure
0.002714497046904744
BTC-USD.CC Exposure
0.00018356992413864247
CPER.US Exposure
0.00016914019860341404
VIX.INDX Exposure
-0.0020476176539641
UUP.US Exposure
0.00022440169172596757
TIP.US Exposure
0.0011352724667705175
Idiosyncratic Exposure
0.10287968645662468
Value Score
49.2
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
257.9%

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 →1.9x
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$40.8M
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 →
-7.7%
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 →
-56.3%
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 →
74.3% 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 →
-0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atara Biotherapeutics Inc a high-risk investment?

Atara Biotherapeutics Inc (ATRA.US) has an annualized volatility of 257.9% and experienced a maximum drawdown of 99.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATRA.US has generated a Compound Annual Growth Rate (CAGR) of -37.0%. 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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