American Century ETF Trust

10-Year Study

AVMC.US · · US · ETF

Executive Summary: American Century ETF Trust has compounded at -12.9% annually over the last 10 years, with a maximum drawdown of 89.9% and an annualized volatility of 171.5%.

1Y CAGR
+21.8%
3Y CAGR
-46.9%
5Y CAGR
-13.7%
10Y CAGR
-12.9%

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 →
89.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -85.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.84.1-5.45.2————————7.6%
20254.6-3.4-5.3-2.35.73.71.33.30.7-0.82.30.310.0%
2024-1.36.45.6-5.93.4-1.85.20.92.3-0.29.3-7.016.8%
20235.40.82.89.79.8-3.35.6-4.98.0-8.2-89.07.9-85.0%
20225.4-2.6-2.024.62.75.30.8-1.0-2.8-2.3-1.6-1.324.7%
2021—0.00.00.00.020.67.926.811.53.10.7-2.087.3%

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 171.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.6% of variance. Idiosyncratic stock-specific factors contribute 21.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-0110000
2021-03-0110000
2021-04-0110000
2021-05-0110000
2021-06-0112063.492464371431
2021-07-0113015.873601773628
2021-08-0116507.93582952527
2021-09-0118412.69810432967
2021-10-0118984.126786770987
2021-11-0119111.110938424616
2021-12-0118730.158483463736
2022-01-0119746.031696692746
2022-02-0119238.09509007824
2022-03-0118857.14263511736
2022-04-0123492.06417047473
2022-05-0124126.984928742862
2022-06-0125396.826445279123
2022-07-0125587.302672759568
2022-08-0125333.33436945231
2022-09-0124634.921535357367
2022-10-0124063.492852916046
2022-11-0123682.540397955167
2022-12-0123365.080018821103
2023-01-0124634.921535357367
2023-02-0124825.397762837805
2023-03-0125523.81059693275
2023-04-0127999.999611455383
2023-05-0130730.158872008353
2023-06-0129714.285658779343
2023-07-0131365.079630276483
2023-08-0129841.26981043297
2023-09-0132222.222653938465
2023-10-0129587.301507125714
2023-11-013242.319657987486
2023-12-013499.680869656103
2024-01-013454.043625012482
2024-02-013676.1249357444344
2024-03-013881.355669468203
2024-04-013653.997015200254
2024-05-013777.814061973643
2024-06-013710.7555133509754
2024-07-013903.865544912455
2024-08-013937.592162588826
2024-09-014029.318631841154
2024-10-014021.7941203097325
2024-11-014397.3894712956835
2024-12-014088.8908644224066
2025-01-014277.6402442080625
2025-02-014131.0459535603695
2025-03-013911.027199288808
2025-04-013822.050805317
2025-05-014039.752366528124
2025-06-014190.007058301509
2025-07-014246.345406062152
2025-08-014386.688368178662
2025-09-014415.366815259079
2025-10-014380.971776507582
2025-11-014481.992481661665
2025-12-014496.882356849478
2026-01-014669.398653382067
2026-02-014862.285877918504
2026-03-014598.736996868719
2026-04-014839.368583914174
Annual Return Matrix
YearAnnual Return
20220.24745767845207456
2023-0.8502174669704948
20240.16836106396872763
20250.09978047983061145
20260.07616081540203834
Total Factor Risk
1.7154312756962087
VTI.US Exposure
0.06903354454211244
VEA.US Exposure
0.002012577449363264
VWO.US Exposure
0.00611914272172994
QQQ.US Exposure
0.017612433215656895
VTV.US Exposure
0.009769228725914124
IJR.US Exposure
0.0015968798423107054
QUAL.US Exposure
0.014308684132589155
SHV.US Exposure
0.5355792508932008
TLT.US Exposure
0.020579961475271375
LQD.US Exposure
0.001343198554027986
HYG.US Exposure
0.07811830555337654
GLD.US Exposure
0.0015894125637605225
USO.US Exposure
0.005380019844977603
VNQ.US Exposure
0.0030106321458699186
BTC-USD.CC Exposure
0.0031130943470618804
CPER.US Exposure
0.00024239351573584808
VIX.INDX Exposure
0.018595862340898384
UUP.US Exposure
0.0013432021855979434
TIP.US Exposure
0.000560826482673434
Idiosyncratic Exposure
0.2100913494678713
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
171.5%

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
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.290.09%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 →
-5.7%
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 →
-1.3%
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 →
82.5% 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 American Century ETF Trust a high-risk investment?

American Century ETF Trust (AVMC.US) has an annualized volatility of 171.5% and experienced a maximum drawdown of 89.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVMC.US has generated a Compound Annual Growth Rate (CAGR) of -12.9%. It has had a positive return in 80% 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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