Amaero Ltd

10-Year Study

3DA.AU · Basic Materials · AU · Common Stock

Executive Summary: Amaero Ltd has compounded at -33.5% annually over the last 10 years, with a maximum drawdown of 99.1% and an annualized volatility of 557.3%.

1Y CAGR
+52.4%
3Y CAGR
+49.8%
5Y CAGR
-8.5%
10Y CAGR
-33.5%

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 →
99.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
103.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +69.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -47.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.4-21.912.039.3————————41.8%
202538.0-15.9-8.6-5.76.037.727.4-17.2-7.8-23.9-9.312.210.0%
2024-4.228.332.27.7-4.8-5.01.3-11.717.6-13.8-7.2-21.94.2%
202312.5-13.9-36.161.6-25.0-19.249.534.510.318.6-33.341.250.0%
2022-18.0-14.034.9-6.9-16.7-26.76.1-14.3-26.7-31.80.0113.3-47.5%
20218.5-3.9-1.62.5-1.6-5.0-13.05.0-19.0-8.2-21.80.0-47.9%
2020-10.1-54.8-28.670.0-8.8-9.725.088.666.712.77.3-12.069.6%
2019————-1.5-0.33.1-1.47.64.16.3-95.7-94.9%

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 557.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.5% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019847.076968111998
2019-06-019816.08537450816
2019-07-0110117.660385632664
2019-08-019981.009833024484
2019-09-0110738.882996009199
2019-10-0111181.453214974776
2019-11-0111889.585753456307
2019-12-01507.1690596618318
2020-01-01455.7171260729504
2020-02-01205.807734355526
2020-03-01147.00552453966142
2020-04-01249.90939171742443
2020-05-01227.8585630364752
2020-06-01205.807734355526
2020-07-01257.25966794440745
2020-08-01485.1182309808827
2020-09-01808.5303849681378
2020-10-01911.4342521459008
2020-11-01977.5867381887484
2020-12-01859.9823185570192
2021-01-01933.48508082685
2021-02-01896.7336996919346
2021-03-01882.0331472379685
2021-04-01904.0839759189178
2021-05-01889.3834234649515
2021-06-01845.281766103053
2021-07-01735.0276226983071
2021-08-01771.7790038332224
2021-09-01624.773479293561
2021-10-01573.3215457046796
2021-11-01448.3668498459673
2021-12-01448.3668498459673
2022-01-01367.51381134915357
2022-02-01316.061877760272
2022-03-01426.31602116501807
2022-04-01396.91491625708585
2022-05-01330.7624302142382
2022-06-01242.55911549044134
2022-07-01257.25966794440745
2022-08-01220.50828680949212
2022-09-01161.70607699362756
2022-10-01110.25414340474606
2022-11-01110.25414340474606
2022-12-01235.20883926345826
2023-01-01264.60994417139057
2023-02-01227.8585630364752
2023-03-01145.5354692942648
2023-04-01235.20883926345826
2023-05-01176.4066294475937
2023-06-01142.59535880347158
2023-07-01213.15801058250904
2023-08-01286.6607728523398
2023-09-01316.061877760272
2023-10-01374.8640875761366
2023-11-01249.90939171742443
2023-12-01352.8132588951874
2024-01-01338.1127064412213
2024-02-01433.6662973920011
2024-03-01573.3215457046796
2024-04-01617.4232030665779
2024-05-01588.0220981586457
2024-06-01558.6209932507134
2024-07-01565.9712694776964
2024-08-01499.81878343484885
2024-09-01588.0220981586457
2024-10-01507.1690596618318
2024-11-01470.4176785269165
2024-12-01367.51381134915357
2025-01-01507.1690596618318
2025-02-01426.31602116501807
2025-03-01389.56464003010274
2025-04-01367.51381134915357
2025-05-01389.56464003010274
2025-06-01536.5701645697642
2025-07-01683.5756891094256
2025-08-01565.9712694776964
2025-09-01521.869612115798
2025-10-01396.91491625708585
2025-11-01360.16353512217046
2025-12-01404.2651924840689
2026-01-01470.4176785269165
2026-02-01367.51381134915357
2026-03-01411.615468711052
2026-04-01573.3215457046796
Annual Return Matrix
YearAnnual Return
20200.6956521739130435
2021-0.4786324786324786
2022-0.47540983606557374
20230.5
20240.04166666666666674
20250.10000000000000009
20260.4181818181818182
Total Factor Risk
5.572771397081786
VTI.US Exposure
0.01599262405662159
VEA.US Exposure
0.004118720562850834
VWO.US Exposure
0.016409194276659662
QQQ.US Exposure
0.005502890715493492
VTV.US Exposure
0.00010843964388598312
IJR.US Exposure
0.000016428431371596344
QUAL.US Exposure
0.00015150654352598142
SHV.US Exposure
0.5750812289527057
TLT.US Exposure
-0.00552984303482867
LQD.US Exposure
0.1425776021372065
HYG.US Exposure
0.009234285624326738
GLD.US Exposure
0.0005971399702272511
USO.US Exposure
0.0013297792288709015
VNQ.US Exposure
0.011315330299230656
BTC-USD.CC Exposure
0.006780558497439612
CPER.US Exposure
0.005687449138515074
VIX.INDX Exposure
0.0025278917687196847
UUP.US Exposure
0.004989193744890554
TIP.US Exposure
0.01296726706705788
Idiosyncratic Exposure
0.19014231237522866
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
557.3%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$266.7M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+35.0%
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 →
+20.4%
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 →
25.0% 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 →
1.16
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
79
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+20.8%
50.0% retracement+48.9%
61.8% retracement+94.1%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Amaero Ltd a high-risk investment?

Amaero Ltd (3DA.AU) has an annualized volatility of 557.3% and experienced a maximum drawdown of 99.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 3DA.AU?

Over the past 10 years, 3DA.AU has generated a Compound Annual Growth Rate (CAGR) of -33.5%. It has had a positive return in 71% 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.

Run a Full Backtest on Amaero Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest