Aviat Networks Inc

10-Year Study

AVNW.US · Technology · US · Common Stock

Executive Summary: Aviat Networks Inc has compounded at 20.9% annually over the last 10 years, with a maximum drawdown of 58.7% and an annualized volatility of 58.9%.

1Y CAGR
+6.3%
3Y CAGR
-9.8%
5Y CAGR
-9.5%
10Y CAGR
+20.9%

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 →
58.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +143.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -44.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.014.8-9.70.3————————6.1%
20255.29.9-8.4-8.422.212.1-10.26.3-0.18.9-11.4-3.318.1%
2024-8.719.08.0-12.8-7.6-7.28.1-11.5-21.2-5.5-22.614.4-44.5%
20233.79.8-3.0-4.8-6.79.0-8.415.3-11.5-14.413.57.84.7%
2022-9.5-2.58.7-2.8-1.9-14.617.36.5-12.519.3-3.7-0.9-2.8%
20215.370.615.8-8.814.0-11.313.8-4.9-7.3-13.09.62.487.9%
2020-2.5-12.4-29.211.560.819.812.35.81.3-15.795.1-5.5143.1%
20191.51.912.1-11.3-1.72.3-6.410.0-3.2-0.12.10.96.0%
20189.31.5-0.4-2.99.5-8.1-6.816.7-9.3-8.3-1.4-9.3-12.7%
2017-7.721.4-2.810.84.9-0.68.1-17.79.9-2.4-5.1-3.79.7%
2016———7.5-24.612.8-2.124.1-1.8-3.741.19.562.3%

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 58.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.8% of variance. Idiosyncratic stock-specific factors contribute 24.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110746.478873239437
2016-05-018098.591549295775
2016-06-019131.455399061033
2016-07-018943.661971830987
2016-08-0111103.286384976527
2016-09-0110903.7558685446
2016-10-0110504.69483568075
2016-11-0114823.943661971833
2016-12-0116232.394366197184
2017-01-0114988.262910798123
2017-02-0118192.4882629108
2017-03-0117676.05633802817
2017-04-0119589.201877934276
2017-05-0120551.643192488264
2017-06-0120422.535211267605
2017-07-0122077.464788732395
2017-08-0118169.014084507045
2017-09-0119964.78873239437
2017-10-0119483.568075117375
2017-11-0118497.652582159626
2017-12-0117805.164319248826
2018-01-0119460.093896713614
2018-02-0119753.521126760563
2018-03-0119671.36150234742
2018-04-0119096.2441314554
2018-05-0120915.49295774648
2018-06-0119213.61502347418
2018-07-0117899.06103286385
2018-08-0120892.018779342725
2018-09-0118955.399061032862
2018-10-0117382.62910798122
2018-11-0117147.88732394366
2018-12-0115551.643192488265
2019-01-0115786.384976525822
2019-02-0116079.81220657277
2019-03-0118028.169014084506
2019-04-0115988.967136150237
2019-05-0115715.962441314556
2019-06-0116079.81220657277
2019-07-0115046.948356807512
2019-08-0116549.295774647886
2019-09-0116021.126760563382
2019-10-0116009.389671361505
2019-11-0116344.3661971831
2019-12-0116490.6103286385
2020-01-0116079.81220657277
2020-02-0114084.507042253523
2020-03-019976.525821596246
2020-04-0111126.760563380283
2020-05-0117887.323943661973
2020-06-0121420.18779342723
2020-07-0124061.032863849767
2020-08-0125446.009389671366
2020-09-0125774.647887323947
2020-10-0121725.35211267606
2020-11-0142394.3661971831
2020-12-0140082.15962441315
2021-01-0142194.83568075118
2021-02-0171983.56807511736
2021-03-0183380.28169014085
2021-04-0176079.81220657277
2021-05-0186760.5633802817
2021-06-0176924.88262910799
2021-07-0187511.73708920188
2021-08-0183192.4882629108
2021-09-0177136.15023474178
2021-10-0167136.15023474178
2021-11-0173568.0751173709
2021-12-0175305.16431924883
2022-01-0168122.06572769953
2022-02-0166431.92488262912
2022-03-0172230.04694835682
2022-04-0170187.79342723005
2022-05-0168826.2910798122
2022-06-0158779.3427230047
2022-07-0168967.13615023474
2022-08-0173474.17840375587
2022-09-0164272.30046948357
2022-10-0176666.66666666666
2022-11-0173849.76525821596
2022-12-0173215.96244131456
2023-01-0175938.96713615024
2023-02-0183403.7558685446
2023-03-0180892.01877934272
2023-04-0177018.77934272302
2023-05-0171877.93427230048
2023-06-0178333.33333333333
2023-07-0171760.56338028169
2023-08-0182723.0046948357
2023-09-0173239.43661971831
2023-10-0162676.05633802817
2023-11-0171150.23474178404
2023-12-0176666.66666666666
2024-01-0170023.47417840376
2024-02-0183309.85915492958
2024-03-0190000.00000000001
2024-04-0178521.12676056339
2024-05-0172558.68544600939
2024-06-0167347.4178403756
2024-07-0172769.9530516432
2024-08-0164436.61971830986
2024-09-0150774.64788732394
2024-10-0148004.69483568075
2024-11-0137159.62441314554
2024-12-0142511.73708920188
2025-01-0144718.30985915493
2025-02-0149131.45539906103
2025-03-0145000.00000000001
2025-04-0141220.6572769953
2025-05-0150352.11267605634
2025-06-0156455.39906103287
2025-07-0150704.22535211268
2025-08-0153896.71361502348
2025-09-0153826.29107981221
2025-10-0158591.54929577465
2025-11-0151901.40845070423
2025-12-0150187.79342723005
2026-01-0151197.18309859155
2026-02-0158779.3427230047
2026-03-0153075.11737089202
2026-04-0153239.43661971831
Annual Return Matrix
YearAnnual Return
20170.09689081706435276
2018-0.12656558998022416
20190.060377358490566024
20201.4306049822064053
20210.8787701317715959
2022-0.027743142144638355
20230.04713049054184015
2024-0.4454990814451929
20250.18056322473771402
20260.06080449017773626
Total Factor Risk
0.588681320633175
VTI.US Exposure
-0.04882166262613989
VEA.US Exposure
0.09390234533775775
VWO.US Exposure
-0.011449383126385168
QQQ.US Exposure
0.22321737273684464
VTV.US Exposure
0.12719720069706755
IJR.US Exposure
0.018789636312148836
QUAL.US Exposure
-0.0430415348643187
SHV.US Exposure
0.34808013587115544
TLT.US Exposure
0.0035551283700923967
LQD.US Exposure
0.02198185420323439
HYG.US Exposure
0.009238242330048696
GLD.US Exposure
0.003797645362390242
USO.US Exposure
0.00002116653006837752
VNQ.US Exposure
0.0007059829848609467
BTC-USD.CC Exposure
-0.0018367909225535837
CPER.US Exposure
0.0026179804697328587
VIX.INDX Exposure
0.001968454911076037
UUP.US Exposure
0.0028145170583918308
TIP.US Exposure
0.0006940517398357797
Idiosyncratic Exposure
0.2465676566246918
Value Score
42.8
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
58.9%

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 →17.9x
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$260.7M
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
$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 →
-6.6%
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 →
-1.2%
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 →
15.2% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aviat Networks Inc a high-risk investment?

Aviat Networks Inc (AVNW.US) has an annualized volatility of 58.9% and experienced a maximum drawdown of 58.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVNW.US has generated a Compound Annual Growth Rate (CAGR) of 20.9%. It has had a positive return in 70% 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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