AVAL.US

10-Year Study

AVAL.US · Unknown · Unknown · Common Stock

Executive Summary: AVAL.US has compounded at 1.7% annually over the last 10 years, with a maximum drawdown of 59.0% and an annualized volatility of 35.5%.

1Y CAGR
+59.8%
3Y CAGR
+30.1%
5Y CAGR
+6.8%
10Y CAGR
+1.7%

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 →
59.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +108.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.2%
% 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.
202619.0-14.87.61.0-5.1———————4.6%
202538.42.5-4.5-1.76.40.10.418.9-0.527.9-0.6-2.7108.0%
20248.6-2.7-8.33.9-0.8-7.6-0.9-1.4-1.0-2.57.6-3.4-9.6%
2023-4.3-6.23.16.0-13.611.314.2-5.0-1.7-4.6-1.89.83.4%
202212.0-5.418.3-8.117.5-23.50.6-18.5-15.5-9.85.97.7-26.2%
2021-6.4-1.6-1.0-4.1-1.9-1.0-8.013.1-1.34.7-11.0-3.9-21.9%
2020-2.8-3.4-46.1-3.15.2-0.15.47.2-4.8-0.925.521.9-16.0%
2019————-11.415.5-5.4-2.02.29.7-1.79.714.6%

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 35.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 17.1% of variance. Idiosyncratic stock-specific factors contribute 51.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018857.410129627156
2019-06-0110228.250701590272
2019-07-019677.134838968328
2019-08-019488.173192569826
2019-09-019695.042095416278
2019-10-0110630.76306294267
2019-11-0110449.285046104504
2019-12-0111457.704129359883
2020-01-0111142.589870372845
2020-02-0110758.78658292129
2020-03-015796.33836696512
2020-04-015618.86943739142
2020-05-015910.196445275959
2020-06-015906.187358011493
2020-07-016224.776159294402
2020-08-016670.586663103034
2020-09-016349.859681945744
2020-10-016291.05973540024
2020-11-017895.763731123881
2020-12-019621.007617265803
2021-01-019003.60817853802
2021-02-018855.806494721368
2021-03-018771.081117198984
2021-04-018414.539623145796
2021-05-018251.770680208474
2021-06-018171.054389950555
2021-07-017515.702258452492
2021-08-018501.135908058264
2021-09-018391.554189496192
2021-10-018787.652011225446
2021-11-017816.9183482560475
2021-12-017511.960443672324
2022-01-018414.0050781772
2022-02-017962.581852198317
2022-03-019423.225978885474
2022-04-018656.95576640385
2022-05-0110168.916210076173
2022-06-017783.509287718829
2022-07-017827.341975143659
2022-08-016380.328745155687
2022-09-015393.558733128424
2022-10-014867.299211546172
2022-11-015152.478952291861
2022-12-015546.973139115329
2023-01-015305.893358278766
2023-02-014977.148202592543
2023-03-015130.5626085794465
2023-04-015439.796872911934
2023-05-014699.986636375786
2023-06-015231.057062675398
2023-07-015971.66911666444
2023-08-015674.996659093946
2023-09-015576.373112388079
2023-10-015319.256982493652
2023-11-015223.306160630763
2023-12-015735.934785513832
2024-01-016227.448884137379
2024-02-016056.661766671121
2024-03-015554.456768675665
2024-04-015770.412935988239
2024-05-015722.036616330348
2024-06-015285.580649472137
2024-07-015238.273419751436
2024-08-015165.040759053856
2024-09-015114.526259521583
2024-10-014986.2354670586665
2024-11-015363.891487371375
2024-12-015183.749832954697
2025-01-017174.929840972873
2025-02-017352.933315515169
2025-03-017018.575437658693
2025-04-016897.233729787518
2025-05-017337.9660563944935
2025-06-017345.984230923427
2025-07-017371.909661900308
2025-08-018761.993852732861
2025-09-018714.95389549646
2025-10-0111144.728050247228
2025-11-0111076.039021782708
2025-12-0110781.504744086596
2026-01-0112828.010156354403
2026-02-0110931.44460777763
2026-03-0111759.989309100629
2026-04-0111882.934651877587
2026-05-0111278.898837364693
Annual Return Matrix
YearAnnual Return
2020-0.16030231635914072
2021-0.21921271217045868
2022-0.2615811570483171
20230.03406572227040572
2024-0.0962676482922511
20251.079865944831142
20260.04613401422940577
Total Factor Risk
0.35481028413973176
VTI.US Exposure
-0.12473702343960043
VEA.US Exposure
0.1705525686127563
VWO.US Exposure
0.05496265435124444
QQQ.US Exposure
0.0941380248829723
VTV.US Exposure
0.06981757243987982
IJR.US Exposure
0.00514700252524779
QUAL.US Exposure
0.018723031010608484
SHV.US Exposure
0.0003711403183719294
TLT.US Exposure
0.013931952889927659
LQD.US Exposure
0.017364844544339626
HYG.US Exposure
0.014244605797547669
GLD.US Exposure
0.04400739895089866
USO.US Exposure
-0.000005482912444736585
VNQ.US Exposure
0.032076699672809
BTC-USD.CC Exposure
0.009862988037653552
CPER.US Exposure
-0.005558940425366559
VIX.INDX Exposure
-0.010672894810255842
UUP.US Exposure
-0.009140740586727945
TIP.US Exposure
0.08755158429654766
Idiosyncratic Exposure
0.5173630138435906
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
35.5%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
$107
Avg Yield on Cost
1.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$106.911.07%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-3.0%
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 →
+6.0%
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 →
19.6% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
45
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-0.9%
50.0% retracement+6.7%
61.8% retracement+15.7%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is AVAL.US a high-risk investment?

AVAL.US (AVAL.US) has an annualized volatility of 35.5% and experienced a maximum drawdown of 59.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AVAL.US has generated a Compound Annual Growth Rate (CAGR) of 1.7%. 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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