American Century ETF Trust

10-Year Study

AVMV.US · · US · ETF

Executive Summary: American Century ETF Trust has compounded at 19.1% annually over the last 10 years, with a maximum drawdown of 15.9% and an annualized volatility of 16.9%.

1Y CAGR
+25.0%
3Y CAGR
+19.1%
5Y CAGR
+19.1%
10Y CAGR
+19.1%

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 →
15.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +18.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.54.0-4.03.4————————7.7%
20254.5-4.1-5.7-3.46.34.01.64.1-0.2-1.33.41.610.5%
2024-1.37.16.1-6.14.4-2.35.6-0.32.50.310.3-7.718.4%
2023———————————8.28.2%

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 16.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 77.8% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-11-0110000
2023-12-0110817.698073677702
2024-01-0110681.179845075267
2024-02-0111443.916808955975
2024-03-0112143.344140032557
2024-04-0111397.741525752212
2024-05-0111897.003079014794
2024-06-0111626.987992041073
2024-07-0112283.877610652713
2024-08-0112250.741925288668
2024-09-0112557.013455036245
2024-10-0112593.568059346071
2024-11-0113888.08606134574
2024-12-0112811.981323161386
2025-01-0113387.035538867342
2025-02-0112837.50395064035
2025-03-0112101.502137818212
2025-04-0111685.904711548592
2025-05-0112422.562479749862
2025-06-0112920.333225332599
2025-07-0113129.22519743263
2025-08-0113671.282869824661
2025-09-0113646.972765925304
2025-10-0113473.442751991222
2025-11-0113928.07946203708
2025-12-0114152.734240672016
2026-01-0114782.848953353623
2026-02-0115367.24556385328
2026-03-0114745.081825464187
2026-04-0115242.017718746212
Annual Return Matrix
YearAnnual Return
20240.1843537539965454
20250.10464836653225751
20260.07696629213483153
Total Factor Risk
0.16902578549551606
VTI.US Exposure
0.7778482848741192
VEA.US Exposure
0.009390047446559453
VWO.US Exposure
-0.03353330757826198
QQQ.US Exposure
-0.2268297347705298
VTV.US Exposure
0.16321818341102529
IJR.US Exposure
0.25857000808388575
QUAL.US Exposure
0.01982287214472691
SHV.US Exposure
0.0009088211346931006
TLT.US Exposure
-0.0061757552154051475
LQD.US Exposure
-0.02360847434527362
HYG.US Exposure
0.03948689852275216
GLD.US Exposure
0.023834442820265065
USO.US Exposure
0.01294573853137827
VNQ.US Exposure
-0.0770989143682661
BTC-USD.CC Exposure
0.014337149536210457
CPER.US Exposure
-0.02858257368527936
VIX.INDX Exposure
0.0025806750499282297
UUP.US Exposure
0.006280508270466758
TIP.US Exposure
0.04258592383562638
Idiosyncratic Exposure
0.024019206301379076
Value Score
44.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.9%

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 →13.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.10%
Market Cap$21.6B
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
$36
Avg Yield on Cost
0.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$36.180.36%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 →
+8.3%
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 →
2.1% 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 (AVMV.US) has an annualized volatility of 16.9% and experienced a maximum drawdown of 15.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVMV.US has generated a Compound Annual Growth Rate (CAGR) of 19.1%. It has had a positive return in 100% 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 American Century ETF Trust

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

Start a Free Backtest