AML3D Ltd

10-Year Study

AL3.AU · Industrials · AU · Common Stock

Executive Summary: AML3D Ltd has compounded at 0.9% annually over the last 10 years, with a maximum drawdown of 99.6% and an annualized volatility of 749.5%.

1Y CAGR
-99.5%
3Y CAGR
-80.3%
5Y CAGR
-3.6%
10Y CAGR
+0.9%

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 →
15023220.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3905105818.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14750.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +8971.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -99.2%
% 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.
20268.6-21.133.30.0————————14.3%
2025-4.213.7-3.5-0.43.63.41.41.53.22.0-99.42.9-99.2%
202413.414.9-6.4-12.04.7-2.9-11.02.510.3-12.3-4.8-12.2-19.5%
202315.74.824.2-8.932.0-3.70.2-7.5-3.2-4.022.821.6124.1%
2022-10.70.0-12.0-33.62.7-30.736130.8-10.4-25.6-5.428.2-16.68971.4%
20211.4-4.1-12.9-18.0-4.0-14.62.4-13.1-17.81.74.9-12.5-61.1%
2020————-13.2-6.154.8100.06.3-15.75.8-20.989.5%

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 749.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.6% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-018684.21052631579
2020-06-018157.894736842105
2020-07-0112631.57894736842
2020-08-0125263.15789473684
2020-09-0126842.105263157893
2020-10-0122631.57894736842
2020-11-0123947.368421052633
2020-12-0118947.36842105263
2021-01-0119210.526315789473
2021-02-0118421.052631578947
2021-03-0116052.631578947367
2021-04-0113157.894736842107
2021-05-0112631.57894736842
2021-06-0110789.473684210527
2021-07-0111052.631578947367
2021-08-019605.263157894737
2021-09-017894.736842105263
2021-10-018026.315789473683
2021-11-018421.052631578947
2021-12-017368.42105263158
2022-01-016578.947368421053
2022-02-016578.947368421053
2022-03-015789.473684210527
2022-04-013842.1052631578946
2022-05-013947.3684210526317
2022-06-012736.8421052631575
2022-07-01991578.9553993626
2022-08-01888421.0084614002
2022-09-01661052.6536640369
2022-10-01625263.163917943
2022-11-01801578.9232755962
2022-12-01668421.042592902
2023-01-01773157.8726517526
2023-02-01810000.0180696186
2023-03-011005789.5058079769
2023-04-01916315.7814427426
2023-05-011209473.6601177014
2023-06-011165263.1257709705
2023-07-011167368.4371145149
2023-08-011079473.6962569386
2023-09-011045263.1900185032
2023-10-011003157.8666285465
2023-11-011231578.927291067
2023-12-011497894.6886564554
2024-01-011698421.0767244035
2024-02-011952105.271188836
2024-03-011826842.0570775084
2024-04-011606842.141402395
2024-05-011683157.8706440171
2024-06-011633684.2587119653
2024-07-011454210.4821456107
2024-08-011489999.9718917045
2024-09-011643684.1864334908
2024-10-011442105.2430805406
2024-11-011372631.5749318977
2024-12-011205789.4656532689
2025-01-011154736.8702135587
2025-02-011313157.9348915503
2025-03-011267368.4170371608
2025-04-011262684.1695685135
2025-05-011308210.573698345
2025-06-011352052.5882118628
2025-07-011371578.9192601256
2025-08-011391526.2724223891
2025-09-011435473.693044562
2025-10-011464842.1438116776
2025-11-018947.368421052632
2025-12-019210.526315789473
2026-01-0110000
2026-02-017894.736842105263
2026-03-0110526.315789473683
2026-04-0110526.315789473683
Annual Return Matrix
YearAnnual Return
2021-0.611111111111111
202289.71428435189382
20231.2409448434566115
2024-0.19501052057617752
2025-0.9923614141787187
20260.14285714285714302
Total Factor Risk
7.494856860939169
VTI.US Exposure
0.23599729646416398
VEA.US Exposure
0.0010604918126158863
VWO.US Exposure
-0.0009037119827229612
QQQ.US Exposure
-0.011143762824433872
VTV.US Exposure
0.012224573787720901
IJR.US Exposure
-0.002324325000571069
QUAL.US Exposure
-0.0028763012493149428
SHV.US Exposure
0.4755714653835582
TLT.US Exposure
-0.000018221869221360288
LQD.US Exposure
0.005088004821386598
HYG.US Exposure
0.013952898721119837
GLD.US Exposure
0.002217022521729035
USO.US Exposure
0.003148809210677031
VNQ.US Exposure
-0.00013668730824108896
BTC-USD.CC Exposure
-0.0010081095238003996
CPER.US Exposure
0.0018890667132490033
VIX.INDX Exposure
-0.0010478659228030517
UUP.US Exposure
0.01324561903970418
TIP.US Exposure
0.019852140891951614
Idiosyncratic Exposure
0.23521159631323257
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
749.5%

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$118.8M
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 →
+17.9%
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 →
-98.6%
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 →
99.3% 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 →
0.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AML3D Ltd a high-risk investment?

AML3D Ltd (AL3.AU) has an annualized volatility of 749.5% 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 AL3.AU?

Over the past 10 years, AL3.AU has generated a Compound Annual Growth Rate (CAGR) of 0.9%. 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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