Acusensus Ltd

10-Year Study

ACE.AU · Technology · AU · Common Stock

Executive Summary: Acusensus Ltd has compounded at -22.1% annually over the last 10 years, with a maximum drawdown of 99.2% and an annualized volatility of 998.0%.

1Y CAGR
+59.7%
3Y CAGR
+31.1%
5Y CAGR
-24.6%
10Y CAGR
-22.1%

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 →
99.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
8.88
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
82.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
768.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +822.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -94.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.36.8-16.03.1————————-12.4%
202510.8-6.5-7.0-1.9-7.6-2.1-2.111.813.070.2-10.8-4.853.2%
202410.1-5.7-26.86.7-3.9-4.9-6.826.620.33.64.723.340.5%
2023-94.98.3-9.0-0.6-1.5-5.69.714.3-2.5-2.66.6-2.5-94.2%
2022-32.416.713.9-23.2-29.3-36.562.4-16.7-5.823.2-28.5-28.1-75.0%
2021-7.420.0913.4-1.4-91.0999.9-6.8-93.01259.024.3-2.8-22.4822.3%
2020———————8.3-10.0-4.3-3.45.3-5.1%

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 998.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.3% of variance. Idiosyncratic stock-specific factors contribute 10.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0110830.670865677263
2020-09-019744.408437061915
2020-10-019329.07338508362
2020-11-019009.584121841182
2020-12-019488.817635844503
2021-01-018785.942170775947
2021-02-0110543.130452587002
2021-03-01106839.27053972175
2021-04-01105354.85366888855
2021-05-019520.766485996679
2021-06-01104714.8133037867
2021-07-0197592.83470691883
2021-08-016869.009638204009
2021-09-0193348.69774710447
2021-10-01116039.43031824996
2021-11-01112847.15038773106
2021-12-0187514.00271111622
2022-01-0159159.358972444905
2022-02-0169044.25688511698
2022-03-0178611.52337126601
2022-04-0160395.5706856979
2022-05-0142707.938317688095
2022-06-0127112.04575930297
2022-07-0144042.11949691092
2022-08-0136706.44778267683
2022-09-0134572.408100686065
2022-10-0142588.2262968523
2022-11-0130433.614062947985
2022-12-0121873.512930817786
2023-01-011118.2108217351204
2023-02-011210.8625755360304
2023-03-011102.2363814246187
2023-04-011095.846605300418
2023-05-011079.8721649899164
2023-06-011019.1692918100098
2023-07-011118.2108217351204
2023-08-011277.9552248401376
2023-09-011246.0063442191342
2023-10-011214.0574635981309
2023-11-011293.9296651506397
2023-12-011261.980784529636
2024-01-011389.7763070136498
2024-02-011309.904105461141
2024-03-01958.4664186301032
2024-04-011022.3641798721102
2024-05-01982.4280790958559
2024-06-01934.5047581643506
2024-07-01870.6069969223439
2024-08-011102.2363814246187
2024-09-011325.8785457716426
2024-10-011373.8018667031479
2024-11-011437.6996279451548
2024-12-011773.1628744656914
2025-01-011964.8561581917118
2025-02-011837.0606357076977
2025-03-011709.2651132236842
2025-04-011677.3162326026809
2025-05-011549.520710118667
2025-06-011517.5718294976634
2025-07-011485.62294887666
2025-08-011661.3417922921792
2025-09-011876.9967364839524
2025-10-013194.8880621003445
2025-11-012851.437595424557
2025-12-012715.6548527852924
2026-01-012571.884889990777
2026-02-012747.6037334062958
2026-03-012308.3066248674986
2026-04-012380.1916062647565
Annual Return Matrix
YearAnnual Return
20218.222856426339938
2022-0.7500569937016563
2023-0.942305527762227
20240.40506329113924067
20250.5315315315315314
2026-0.12352941176470589
Total Factor Risk
9.980445545908902
VTI.US Exposure
0.00017663970806430757
VEA.US Exposure
-0.001185371383330346
VWO.US Exposure
-0.00016270707303662468
QQQ.US Exposure
0.0020705680585987826
VTV.US Exposure
0.013564634836499672
IJR.US Exposure
0.001823756451894809
QUAL.US Exposure
0.03993213960919352
SHV.US Exposure
0.6433508792083842
TLT.US Exposure
0.036034547577246175
LQD.US Exposure
0.12837503634716824
HYG.US Exposure
0.0012460248835012464
GLD.US Exposure
0.0018872333502626137
USO.US Exposure
0.002414215201699365
VNQ.US Exposure
0.006108937687228871
BTC-USD.CC Exposure
0.004352397916465369
CPER.US Exposure
0.002652925683879393
VIX.INDX Exposure
0.0009107956376381357
UUP.US Exposure
0.006305210110894774
TIP.US Exposure
0.00808251824080168
Idiosyncratic Exposure
0.10205961794694582
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
998.0%

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
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$253.1M
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 →
-7.3%
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 →
-33.2%
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 →
99.6% 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 →
0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acusensus Ltd a high-risk investment?

Acusensus Ltd (ACE.AU) has an annualized volatility of 998.0% and experienced a maximum drawdown of 99.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ACE.AU?

Over the past 10 years, ACE.AU has generated a Compound Annual Growth Rate (CAGR) of -22.1%. It has had a positive return in 50% 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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