Alicanto Minerals Ltd

10-Year Study

AQI.AU · Basic Materials · AU · Common Stock

Executive Summary: Alicanto Minerals Ltd has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 95.5% and an annualized volatility of 94.7%.

1Y CAGR
+575.8%
3Y CAGR
+68.0%
5Y CAGR
+5.6%
10Y CAGR
+6.5%

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 →
95.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
105.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +305.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -80.0%
% 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.
202620.05.6-32.216.5————————-0.0%
20250.0-2.7-5.6-11.8-13.315.4-13.346.226.3-16.733.8180.4305.4%
2024-11.1-18.8-7.7-16.7-5.020.6-9.5-21.180.037.0-8.18.812.1%
202316.312.0-28.60.0-10.0-2.837.1-18.815.413.3-15.7-16.3-16.3%
2022-8.7-6.7-1.00.0-25.8-9.7-10.8-6.9-22.2-16.762.9-24.6-62.6%
2021-4.030.2-8.04.34.28.014.8-22.6-6.337.8-19.4-8.015.0%
202035.740.4-42.576.1-1.2-25.033.3112.50.0-11.8-13.3-23.1138.1%
201928.6-16.73.312.920.0-2.434.19.125.0-26.71.8-25.050.0%
201835.7-26.3-17.90.0-22.6-32.6-30.0-23.89.4-5.79.1-22.2-80.0%
20172.62.6-5.0-13.26.110.6-24.3-3.611.1-6.77.1-6.7-22.9%
2016———6.7-3.279.354.533.311.8-26.3-32.10.0113.5%

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 94.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 12.6% of variance. Idiosyncratic stock-specific factors contribute 43.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110674.505611972207
2016-05-0110336.718332442544
2016-06-0118538.74933190807
2016-07-0128650.988776055587
2016-08-0138202.030999465525
2016-09-0142695.8845537146
2016-10-0131460.181721004807
2016-11-0121347.9422768573
2016-12-0121347.9422768573
2017-01-0121910.20844468199
2017-02-0122471.40566541956
2017-03-0121347.9422768573
2017-04-0118538.74933190807
2017-05-0119662.212720470336
2017-06-0121753.07322287547
2017-07-0116461.78514163549
2017-08-0115873.864243719938
2017-09-0117637.626937466594
2017-10-0116461.78514163549
2017-11-0117637.626937466594
2017-12-0116461.78514163549
2018-01-0122340.99412079102
2018-02-0116461.78514163549
2018-03-0113522.180652057723
2018-04-0113522.180652057723
2018-05-0110464.991982896847
2018-06-017055.050774986638
2018-07-014938.535542490647
2018-08-013762.69374665954
2018-09-014115.446285408872
2018-10-013880.2779262426507
2018-11-014233.0304649919835
2018-12-013292.3570283270974
2019-01-014233.0304649919835
2019-02-013527.525387493319
2019-03-013645.10956707643
2019-04-014115.446285408872
2019-05-014938.535542490647
2019-06-014820.951362907536
2019-07-016467.129877071085
2019-08-017055.050774986638
2019-09-018818.813468733297
2019-10-016467.129877071085
2019-11-016584.714056654195
2019-12-014938.535542490647
2020-01-016702.298236237306
2020-02-019406.73436664885
2020-03-015408.872260823089
2020-04-019524.318546231962
2020-05-019406.73436664885
2020-06-017055.050774986638
2020-07-019406.73436664885
2020-08-0119989.31052912881
2020-09-0119989.31052912881
2020-10-0117637.626937466594
2020-11-0115285.943345804382
2020-12-0111758.417958311065
2021-01-0111288.081239978623
2021-02-0114698.02244788883
2021-03-0113522.180652057723
2021-04-0114110.101549973277
2021-05-0114698.02244788883
2021-06-0115873.864243719938
2021-07-0118225.54783538215
2021-08-0114110.101549973277
2021-09-0113228.220203099947
2021-10-0118225.54783538215
2021-11-0114698.02244788883
2021-12-0113522.180652057723
2022-01-0112346.338856226617
2022-02-0111523.249599144843
2022-03-0111405.66541956173
2022-04-0111405.66541956173
2022-05-018466.060929983967
2022-06-017642.971672902191
2022-07-016819.882415820417
2022-08-016349.5456974879735
2022-09-014938.535542490647
2022-10-014115.446285408872
2022-11-016702.298236237306
2022-12-015056.119722073758
2023-01-015879.208979155533
2023-02-016584.714056654195
2023-03-014703.367183324425
2023-04-014703.367183324425
2023-05-014233.0304649919835
2023-06-014115.446285408872
2023-07-015644.040619989311
2023-08-014585.783003741315
2023-09-015291.288081239979
2023-10-015996.793158738643
2023-11-015056.119722073758
2023-12-014233.0304649919835
2024-01-013762.69374665954
2024-02-013057.188669160876
2024-03-012822.0203099946557
2024-04-012351.6835916622126
2024-05-012234.099412079102
2024-06-012693.7466595403525
2024-07-012437.1993586317476
2024-08-011924.1047568145375
2024-09-013463.3885622661683
2024-10-014746.125066809193
2024-11-014361.304115446285
2024-12-014746.125066809193
2025-01-014746.125066809193
2025-02-014617.851416354891
2025-03-014361.304115446285
2025-04-013848.209513629075
2025-05-013335.1149118118656
2025-06-013848.209513629075
2025-07-013335.1149118118656
2025-08-014874.398717263495
2025-09-016157.13522180652
2025-10-015130.9460181721
2025-11-016862.640299305185
2025-12-0119241.04756814538
2026-01-0123089.257081774456
2026-02-0124371.993586317476
2026-03-0116515.232495991448
2026-04-0119241.04756814538
Annual Return Matrix
YearAnnual Return
2017-0.22888187872415
2018-0.8
20190.5
20201.380952380952381
20210.1499999999999999
2022-0.6260869565217391
2023-0.16279069767441856
20240.1212121212121211
20253.0540540540540544
20260
Total Factor Risk
0.9469646330583523
VTI.US Exposure
0.12618804798895145
VEA.US Exposure
0.10603877538387294
VWO.US Exposure
-0.0235205375554689
QQQ.US Exposure
-0.020845024013740245
VTV.US Exposure
-0.01572722508137514
IJR.US Exposure
0.021525467835058123
QUAL.US Exposure
0.010808639465626485
SHV.US Exposure
0.03746707272337821
TLT.US Exposure
-0.009089420723196951
LQD.US Exposure
0.0996202120952529
HYG.US Exposure
-0.006355504954364093
GLD.US Exposure
0.09635098552060876
USO.US Exposure
-0.001379503438918485
VNQ.US Exposure
0.03428197503538744
BTC-USD.CC Exposure
-0.0002319130182273027
CPER.US Exposure
0.037480737361100636
VIX.INDX Exposure
0.00022398343363685228
UUP.US Exposure
0.06463647967845466
TIP.US Exposure
0.00623287486485831
Idiosyncratic Exposure
0.4362938773991043
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
94.7%

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$263.9M
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 →
-1.7%
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 →
+77.1%
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 →
23.7% 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 →
1.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alicanto Minerals Ltd a high-risk investment?

Alicanto Minerals Ltd (AQI.AU) has an annualized volatility of 94.7% and experienced a maximum drawdown of 95.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AQI.AU has generated a Compound Annual Growth Rate (CAGR) of 6.5%. 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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