ATXG.US

10-Year Study

ATXG.US · Unknown · Unknown · Common Stock

Executive Summary: ATXG.US has compounded at -24.2% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 524.0%.

1Y CAGR
+679.7%
3Y CAGR
-7.1%
5Y CAGR
-40.3%
10Y CAGR
-24.2%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
337.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
16643.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3317.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1410.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -86.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.11.51529.47.5————————1410.2%
20257.736.4-4.2-7.212.5-25.6-25.812.778.6-50.8-4.3-16.8-36.1%
2024-20.1-13.0-9.011.50.0-23.2-9.4-22.228.9-8.3-14.510.3-57.4%
202336.2-19.5-14.04.0-30.0-10.6-46.1-41.2-35.1-10.45.013.4-86.6%
20220.00.00.00.00.00.00.08653.9-99.6-27.6-17.1-36.9-85.7%
20210.00.00.07.10.00.00.00.00.00.00.00.07.1%
20200.00.00.070.70.00.00.00.00.00.00.00.070.7%
2019————0.00.00.00.00.00.00.00.00.0%

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 524.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.0% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110000
2019-06-0110000
2019-07-0110000
2019-08-0110000
2019-09-0110000
2019-10-0110000
2019-11-0110000
2019-12-0110000
2020-01-0110000
2020-02-0110000
2020-03-0110000
2020-04-0117073.170731707316
2020-05-0117073.170731707316
2020-06-0117073.170731707316
2020-07-0117073.170731707316
2020-08-0117073.170731707316
2020-09-0117073.170731707316
2020-10-0117073.170731707316
2020-11-0117073.170731707316
2020-12-0117073.170731707316
2021-01-0117073.170731707316
2021-02-0117073.170731707316
2021-03-0117073.170731707316
2021-04-0118292.682926829268
2021-05-0118292.682926829268
2021-06-0118292.682926829268
2021-07-0118292.682926829268
2021-08-0118292.682926829268
2021-09-0118292.682926829268
2021-10-0118292.682926829268
2021-11-0118292.682926829268
2021-12-0118292.682926829268
2022-01-0118292.682926829268
2022-02-0118292.682926829268
2022-03-0118292.682926829268
2022-04-0118292.682926829268
2022-05-0118292.682926829268
2022-06-0118292.682926829268
2022-07-0118292.682926829268
2022-08-011601317.049352134
2022-09-016902.438838307451
2022-10-015000
2022-11-014146.341463414634
2022-12-012614.634211470441
2023-01-013560.9757027974943
2023-02-012865.853658536585
2023-03-012463.414727187738
2023-04-012560.9756097560976
2023-05-011792.682903568919
2023-06-011602.4390662588726
2023-07-01863.4146248422019
2023-08-01507.31705456245237
2023-09-01329.26829849801413
2023-10-01295.12196052365186
2023-11-01309.75609290890577
2023-12-01351.2195261513314
2024-01-01280.48779906296147
2024-02-01243.90243902439025
2024-03-01221.95122590879114
2024-04-01247.56097212070372
2024-05-01247.56097212070372
2024-06-01190.24389546091962
2024-07-01172.43902857710674
2024-08-01134.14634437095827
2024-09-01172.92682717486127
2024-10-01158.53657955076636
2024-11-01135.60975470194003
2024-12-01149.51218919056217
2025-01-01160.9756161526936
2025-02-01219.51218930686395
2025-03-01210.24389964778248
2025-04-01195.12195412705586
2025-05-01219.51218930686395
2025-06-01163.41463821690257
2025-07-01121.21951434670426
2025-08-01136.58536643516726
2025-09-01243.90243902439025
2025-10-01120.00000331459977
2025-11-01114.8780453495863
2025-12-0195.60975359707344
2026-01-0181.21951324183767
2026-02-0182.4390243902439
2026-03-011343.2439024390244
2026-04-011443.90243902439
Annual Return Matrix
YearAnnual Return
20200.7073170731707317
20210.0714285714285714
2022-0.8570666631062825
2023-0.8656716397993548
2024-0.5743055893591144
2025-0.3605220141936848
202614.102041211291096
Total Factor Risk
5.2398066458212496
VTI.US Exposure
0.0026814249073034606
VEA.US Exposure
0.018876331454936373
VWO.US Exposure
0.003248198093071595
QQQ.US Exposure
-0.0012729610335084052
VTV.US Exposure
0.00011063822186911806
IJR.US Exposure
0.003962788747739806
QUAL.US Exposure
-0.00041823896055250324
SHV.US Exposure
0.9004012324457301
TLT.US Exposure
-0.0008834421774953759
LQD.US Exposure
0.009014128918595378
HYG.US Exposure
0.000013797646765750125
GLD.US Exposure
0.0004936518674182002
USO.US Exposure
0.000028292033225869257
VNQ.US Exposure
0.0007672719901010014
BTC-USD.CC Exposure
0.00018065682113773904
CPER.US Exposure
0.0027019973158166335
VIX.INDX Exposure
-0.00002462196564287666
UUP.US Exposure
0.004966978321252118
TIP.US Exposure
0.011861571392149068
Idiosyncratic Exposure
0.04329030396008703
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
524.0%

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
1.30
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 →
+193.9%
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 →
+532.7%
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 →
16.5% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ATXG.US a high-risk investment?

ATXG.US (ATXG.US) has an annualized volatility of 524.0% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATXG.US has generated a Compound Annual Growth Rate (CAGR) of -24.2%. It has had a positive return in 43% 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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