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Performance analysis of ATS (ATS)

Annual Return

Over the past 3 years, ATS has had an average annual return of -13.65%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, ATS has had an average annual return of +2.56%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, ATS has had an average annual return of +13.53%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Jan 4, 2016, ATS has had an average annual return of +12.88%, underperforming the benchmark SPY, which returned +15.39% annual.

20262025202420232022202120202019201820172016
+4.83%-9.64%-29.23%+39.27%-22.16%+128.07%+5.58%+55.37%-10.46%+27.40%+13.95%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+3.34%+12.26%-11.73%+15.07%-4.71%-6.63%+4.83%
2025-10.93%+7.15%-14.30%+0.92%+15.14%+10.05%-4.80%-8.67%-5.48%+4.81%-7.10%+7.96%-9.64%
2024-0.60%-11.94%-10.56%-2.43%-3.25%+1.51%-6.93%-10.71%+8.19%+3.17%+9.08%-6.76%-29.23%
2023+30.35%+0.16%+3.12%-0.71%+5.93%+5.25%-1.50%-1.23%-4.95%-20.90%+16.46%+9.70%+39.27%
2022+2.92%-5.82%-6.65%-16.49%-2.20%-7.18%+12.59%+0.15%-14.64%+20.09%+2.95%-4.64%-22.16%
2021-0.86%+30.77%-6.26%+12.99%+2.63%+16.29%+5.18%+20.58%-12.43%+7.35%+9.25%+6.83%+128.07%
2020-7.15%-13.19%-22.33%+44.23%-2.68%-2.83%-8.37%+9.31%-10.43%-2.06%+34.90%+4.31%+5.58%
2019+15.91%+15.19%+2.19%+9.11%-5.00%+8.06%-0.31%-14.15%-1.44%-1.83%+10.19%+11.41%+55.37%
2018+13.40%+0.89%-0.08%+2.07%+14.16%-6.84%+1.90%+10.47%+11.83%-17.65%-16.51%-16.64%-10.46%
2017+6.82%+3.48%-1.36%-5.62%-1.67%+8.49%+7.43%-8.74%-1.70%+14.01%+10.51%-4.43%+27.40%

Drawdown analysis of ATS (ATS)

The maximum drawdown for the ATS was -56.76%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The current ATS drawdown is -40.75%.

Since Jan 4, 2016 ATS has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 3 times
  • 30% or more: 3 times
  • 20% or more: 5 times
  • 10% or more: 11 times
DepthStartTo BottomBottomTo RecoverEndTotal
-56.76%Jul 18, 2023433Apr 8, 2025OngoingOngoingOngoing
-47.59%Oct 1, 2018366Mar 24, 2020200Jan 7, 2021566
-42.32%Feb 1, 202274May 18, 2022188Feb 16, 2023262
-27.05%Jan 4, 201614Feb 11, 201611Apr 12, 201625
-22.92%May 2, 201619Jun 27, 201638Dec 28, 201657
-18.33%Mar 1, 201754May 17, 201742Jul 27, 201796
-16.66%Sep 3, 202120Oct 4, 202122Nov 3, 202142
-11.82%Jan 7, 202114Jan 28, 20214Feb 3, 202118
-11.82%Nov 9, 202128Dec 20, 202129Feb 1, 202257
-10.68%Feb 19, 202127Mar 30, 202115Apr 21, 202142
-10.29%Jul 28, 201736Sep 19, 201710Oct 3, 201746
-9.38%May 24, 201840Jul 23, 201819Aug 17, 201859
-7.61%Jan 18, 201816Feb 9, 201854Apr 30, 201870
-7.34%Jun 21, 202310Jul 6, 20237Jul 17, 202317
-7.15%Feb 16, 202335Apr 10, 202315May 1, 202350
-7.07%Jul 12, 20215Jul 19, 20219Jul 30, 202114
-5.78%Apr 29, 20219May 12, 20214May 18, 202113
-5.73%Jan 12, 20173Jan 23, 20171Jan 30, 20174
-5.27%Dec 1, 201711Dec 18, 201710Jan 3, 201821
-5.16%Jun 6, 20234Jun 12, 20235Jun 20, 20239
-4.95%May 18, 20236May 26, 20235Jun 5, 202311
-4.91%May 1, 20239May 12, 20234May 18, 202313
-4.39%May 21, 20213May 26, 20217Jun 7, 202110
-3.70%Nov 2, 20174Nov 8, 201714Nov 29, 201718
-3.49%Jun 10, 20216Jun 18, 20211Jun 21, 20217