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Allison Transmission Holdings, Inc. (ALSN)

Equity · Currency in USD · Last updated Mar 18, 2023

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Allison Transmission Holdings, Inc. in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,678 for a total return of roughly 116.78%. All prices are adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
22.38%
6.47%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

S&P 500

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Return

Allison Transmission Holdings, Inc. had a return of 1.13% year-to-date (YTD) and 8.35% in the last 12 months. Over the past 10 years, Allison Transmission Holdings, Inc. had an annualized return of 7.78%, while the S&P 500 had an annualized return of 9.71%, indicating that Allison Transmission Holdings, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-7.60%-5.31%
Year-To-Date1.13%2.01%
6 months19.75%0.39%
1 year8.35%-10.12%
5 years (annualized)3.19%7.32%
10 years (annualized)7.78%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.37%5.37%
2022-6.89%25.15%6.54%-7.14%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Allison Transmission Holdings, Inc. Sharpe ratio is 0.28. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
0.28
-0.43
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Dividend History

Allison Transmission Holdings, Inc. granted a 2.56% dividend yield in the last twelve months. The annual payout for that period amounted to $1.07 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$1.07$0.84$0.76$0.68$0.60$0.60$0.60$0.60$0.60$0.51$0.42$0.18

Dividend yield

2.56%2.03%2.14%1.65%1.32%1.47%1.52%1.98%2.64%1.75%1.79%1.06%

Monthly Dividends

The table displays the monthly dividend distributions for Allison Transmission Holdings, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
2022$0.00$0.00$0.21$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00
2021$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00
2020$0.00$0.00$0.17$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00
2019$0.00$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00
2018$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00
2017$0.00$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00
2016$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00
2015$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00
2014$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.15$0.00
2013$0.00$0.06$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2012$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-16.25%
-18.34%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Allison Transmission Holdings, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Allison Transmission Holdings, Inc. is 48.67%, recorded on Mar 23, 2020. It took 732 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.67%Sep 24, 2018376Mar 23, 2020732Feb 16, 20231108
-35.96%Nov 26, 2014304Feb 11, 2016203Nov 30, 2016507
-35.01%Apr 4, 201269Jul 12, 2012249Jul 11, 2013318
-17.08%Jan 29, 201839Mar 23, 201889Jul 31, 2018128
-16.86%Jul 24, 201457Oct 13, 201413Oct 30, 201470
-16.25%Feb 17, 202320Mar 17, 2023
-14.62%Jun 2, 201768Sep 7, 201730Oct 19, 201798
-11.32%Nov 3, 201711Nov 17, 201730Jan 3, 201841
-9.87%Feb 15, 201741Apr 13, 20179Apr 27, 201750
-9.13%Jul 12, 201325Aug 15, 201318Sep 11, 201343

Volatility Chart

Current Allison Transmission Holdings, Inc. volatility is 31.14%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
31.14%
21.17%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)