American Century ETF Trust

10-Year Study

AVNM.US · · US · ETF

Executive Summary: American Century ETF Trust has compounded at 21.5% annually over the last 10 years, with a maximum drawdown of 9.7% and an annualized volatility of 14.3%.

1Y CAGR
+35.6%
3Y CAGR
+21.5%
5Y CAGR
+21.5%
10Y CAGR
+21.5%

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 →
9.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +38.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 5.5%
% 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.
20266.26.6-8.57.1————————10.9%
20252.82.01.52.86.04.4-0.24.73.41.11.43.038.3%
2024-1.82.93.6-1.54.3-1.62.52.02.6-4.5-0.2-2.55.5%
2023——————4.8-4.0-2.4-3.77.85.27.3%

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 14.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 86.0% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-06-0110000
2023-07-0110484.918338737647
2023-08-0110065.980936473376
2023-09-019827.345977016392
2023-10-019465.974118940383
2023-11-0110205.03730468833
2023-12-0110732.927406056526
2024-01-0110540.353403866393
2024-02-0110842.007933904017
2024-03-0111232.567355095467
2024-04-0111061.55380098769
2024-05-0111542.424229512248
2024-06-0111362.505272935672
2024-07-0111651.334319034979
2024-08-0111884.302204193633
2024-09-0112188.57722347447
2024-10-0111637.933605750588
2024-11-0111618.03493133466
2024-12-0111325.690594787144
2025-01-0111642.705878843915
2025-02-0111880.083855655783
2025-03-0112058.341038565932
2025-04-0112397.065904239225
2025-05-0113144.395348738117
2025-06-0113720.00818103959
2025-07-0113699.001657512708
2025-08-0114343.940278411
2025-09-0114831.308668067102
2025-10-0114997.46472991917
2025-11-0115209.44739634154
2025-12-0115663.282045600772
2026-01-0116634.780496742496
2026-02-0117726.651014747174
2026-03-0116227.858996373925
2026-04-0117376.18720945592
Annual Return Matrix
YearAnnual Return
20240.055228472746039925
20250.3829869282152283
20260.10935799782372158
Total Factor Risk
0.14307498989621567
VTI.US Exposure
0.18718466050882313
VEA.US Exposure
0.8597756408324614
VWO.US Exposure
0.14579923997611122
QQQ.US Exposure
-0.06549823621710181
VTV.US Exposure
-0.024711401345409383
IJR.US Exposure
0.02212410731766828
QUAL.US Exposure
-0.104989015633094
SHV.US Exposure
0.0555380606468185
TLT.US Exposure
-0.011239826344732246
LQD.US Exposure
0.06579659024343658
HYG.US Exposure
-0.047685970234887146
GLD.US Exposure
-0.0009998395490116627
USO.US Exposure
-0.0022508034339189863
VNQ.US Exposure
-0.051590036994959135
BTC-USD.CC Exposure
-0.00596796788790388
CPER.US Exposure
-0.0004108154523200919
VIX.INDX Exposure
-0.006186922274788086
UUP.US Exposure
-0.022050821351088067
TIP.US Exposure
0.0021765177969594526
Idiosyncratic Exposure
0.005186839396936298
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
14.3%

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
$17
Avg Yield on Cost
0.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$17.320.17%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 →
+3.2%
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 →
+12.8%
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 →
2.4% 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 (AVNM.US) has an annualized volatility of 14.3% and experienced a maximum drawdown of 9.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AVNM.US has generated a Compound Annual Growth Rate (CAGR) of 21.5%. 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.

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