Mission Produce Inc

10-Year Study

AVO.US · Consumer Defensive · US · Common Stock

Executive Summary: Mission Produce Inc has compounded at -51.5% annually over the last 10 years, with a maximum drawdown of 99.6% and an annualized volatility of 44.1%.

1Y CAGR
+25.6%
3Y CAGR
+4.3%
5Y CAGR
-14.2%
10Y CAGR
-51.5%

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 →
99.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -99.3%
% 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.
202616.05.4-3.00.1————————18.8%
2025-17.33.9-15.1-0.06.74.85.31.4-3.9-4.24.3-3.5-19.3%
2024-1.05.612.5-4.44.4-16.613.8-4.619.6-8.012.78.042.4%
20237.2-7.5-3.62.57.1-0.7-4.1-18.11.7-2.8-10.119.3-13.2%
2022-9.1-9.0-2.50.65.16.6-0.513.5-10.215.1-4.5-26.9-26.0%
202127.89.0-9.36.344.5-29.0-6.57.1-11.43.3-6.7-11.34.3%
20203.9—-20.12.12.1—-0.9—1.9-99.32.011.9-99.3%
2019————————12.1—2.110.426.4%

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 44.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.1% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-09-0111208.791208791208
2019-11-0111442.307692307691
2019-12-0112637.362637362638
2020-01-0113131.868131868132
2020-03-0110494.505494505494
2020-04-0110714.285714285714
2020-05-0110934.065934065933
2020-07-0110836.995889852335
2020-09-0111043.956043956045
2020-10-0172.47252747252746
2020-11-0173.9010989010989
2020-12-0182.6923076923077
2021-01-01105.65934065934066
2021-02-01115.16483516483517
2021-03-01104.45054945054946
2021-04-01110.98901098901099
2021-05-01160.3303741622757
2021-06-01113.7912087912088
2021-07-01106.42857142857143
2021-08-01113.95604395604394
2021-09-01100.98901098901098
2021-10-01104.34065934065933
2021-11-0197.30769230769232
2021-12-0186.26373626373626
2022-01-0178.4065934065934
2022-02-0171.31868131868133
2022-03-0169.50549450549451
2022-04-0169.8901098901099
2022-05-0173.46153846153847
2022-06-0178.2967032967033
2022-07-0177.91208791208791
2022-08-0188.46153846153847
2022-09-0179.45054945054946
2022-10-0191.42857142857143
2022-11-0187.3076923076923
2022-12-0163.84615384615385
2023-01-0168.46153846153847
2023-02-0163.29670329670329
2023-03-0161.043956043956044
2023-04-0162.58241758241759
2023-05-0167.03296703296704
2023-06-0166.59340659340658
2023-07-0163.84615384615385
2023-08-0152.30769230769231
2023-09-0153.18681318681319
2023-10-0151.70329670329671
2023-11-0146.48351648351649
2023-12-0155.43956043956044
2024-01-0154.89010989010989
2024-02-0157.96703296703297
2024-03-0165.21978021978022
2024-04-0162.362637362637365
2024-05-0165.1098901098901
2024-06-0154.28571428571429
2024-07-0161.758241758241766
2024-08-0158.901098901098905
2024-09-0170.43956043956044
2024-10-0164.83516483516483
2024-11-0173.07692307692308
2024-12-0178.95604395604396
2025-01-0165.32967032967034
2025-02-0167.85714285714286
2025-03-0157.582417582417584
2025-04-0157.55494505494506
2025-05-0161.42857142857142
2025-06-0164.3956043956044
2025-07-0167.8021978021978
2025-08-0168.73626373626374
2025-09-0166.04395604395604
2025-10-0163.29670329670329
2025-11-0166.04395604395604
2025-12-0163.73626373626373
2026-01-0173.95604395604396
2026-02-0177.96703296703296
2026-03-0175.6043956043956
2026-04-0175.71428571428571
Annual Return Matrix
YearAnnual Return
2020-0.9934565217391305
20210.04318936877076407
2022-0.2598726114649682
2023-0.13166953528399306
20240.4241823587710605
2025-0.1927627000695894
20260.1879310344827585
Total Factor Risk
0.441369607914611
VTI.US Exposure
-0.02218058159826976
VEA.US Exposure
0.1149218715836292
VWO.US Exposure
-0.008232996804994099
QQQ.US Exposure
0.0597282549750735
VTV.US Exposure
-0.0007215837723077322
IJR.US Exposure
0.10880797765925179
QUAL.US Exposure
-0.042868849274905536
SHV.US Exposure
0.3305558155461838
TLT.US Exposure
-0.016863567330936514
LQD.US Exposure
0.15834269428758144
HYG.US Exposure
-0.007429202136468676
GLD.US Exposure
-0.0014694007862143174
USO.US Exposure
0.007500104807736388
VNQ.US Exposure
0.026885349713978497
BTC-USD.CC Exposure
0.003579673150281242
CPER.US Exposure
-0.003107735272150197
VIX.INDX Exposure
-0.021292194520461234
UUP.US Exposure
0.009189776288481938
TIP.US Exposure
0.0004884328540031201
Idiosyncratic Exposure
0.3041661606305073
Value Score
37.4
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
44.1%

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 →31.4x
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$1.0B
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 →
+0.3%
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 →
+9.6%
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 →
10.2% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mission Produce Inc a high-risk investment?

Mission Produce Inc (AVO.US) has an annualized volatility of 44.1% and experienced a maximum drawdown of 99.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVO.US has generated a Compound Annual Growth Rate (CAGR) of -51.5%. 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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