American Rare EARTHS Ltd

10-Year Study

ARR.AU · Basic Materials · AU · Common Stock

Executive Summary: American Rare EARTHS Ltd has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 90.5% and an annualized volatility of 152.1%.

1Y CAGR
+34.6%
3Y CAGR
+33.2%
5Y CAGR
+33.5%
10Y CAGR
+15.7%

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 →
90.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
134.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +450.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -69.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.4-4.9-18.26.3————————-2.9%
20251.9-1.93.80.0-7.3-3.920.428.81.318.2-15.4-10.430.2%
2024-21.296.2-9.826.1-6.9-1.9-1.95.86.4-19.714.9-1.960.6%
202328.9-2.0-8.3-6.8-29.30.013.8-18.211.1-13.334.6-5.7-13.2%
2022148.5-13.433.8-13.7-9.8-31.10.0-7.8-10.6-7.12.6-5.015.2%
202113.6-12.04.5-1.1-11.0-2.57.6105.911.4-5.1-10.80.087.5%
20200.0-12.5-14.316.750.0-19.029.454.52.9180.02.0-12.0450.0%
2019-6.5-31.15.4-23.724.4-19.6137.0-26.6-6.80.0-19.2-9.6-38.7%
2018-29.0-2.8117.4-23.3-8.7-4.8-25.0-8.1-31.94.3-28.6-11.2-69.0%
201744.7-11.0-18.4-4.8-21.3-6.714.50.00.031.235.775.6162.8%
2016———196.227.0-13.82.5-9.61.39.2-39.8-23.852.4%

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 152.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.7% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0129619.047619047615
2016-05-0137619.04761904762
2016-06-0132428.571428571424
2016-07-0133238.09523809524
2016-08-0130047.619047619046
2016-09-0130428.571428571428
2016-10-0133238.09523809524
2016-11-0120000
2016-12-0115238.095238095237
2017-01-0122047.619047619046
2017-02-0119619.04761904762
2017-03-0115999.999999999998
2017-04-0115238.095238095237
2017-05-0112000
2017-06-0111190.47619047619
2017-07-0112809.52380952381
2017-08-0112809.52380952381
2017-09-0112809.52380952381
2017-10-0116809.52380952381
2017-11-0122809.52380952381
2017-12-0140047.61904761904
2018-01-0128428.57142857143
2018-02-0127619.04761904762
2018-03-0160047.61904761904
2018-04-0146047.619047619046
2018-05-0142047.619047619046
2018-06-0140047.61904761904
2018-07-0130047.619047619046
2018-08-0127619.04761904762
2018-09-0118809.52380952381
2018-10-0119619.04761904762
2018-11-0114000
2018-12-0112428.57142857143
2019-01-0111619.04761904762
2019-02-017999.999999999999
2019-03-018428.57142857143
2019-04-016428.5714285714275
2019-05-017999.999999999999
2019-06-016428.5714285714275
2019-07-0115238.095238095237
2019-08-0111190.47619047619
2019-09-0110428.571428571428
2019-10-0110428.571428571428
2019-11-018428.57142857143
2019-12-017619.047619047618
2020-01-017619.047619047618
2020-02-016666.666666666666
2020-03-015714.285714285714
2020-04-016666.666666666666
2020-05-0110000
2020-06-018095.238095238095
2020-07-0110476.190476190475
2020-08-0116190.47619047619
2020-09-0116666.666666666668
2020-10-0146666.66666666667
2020-11-0147619.04761904762
2020-12-0141904.7619047619
2021-01-0147619.04761904762
2021-02-0141904.7619047619
2021-03-0143809.5238095238
2021-04-0143333.33333333333
2021-05-0138571.42857142857
2021-06-0137619.04761904762
2021-07-0140476.19047619047
2021-08-0183333.33333333333
2021-09-0192857.14285714284
2021-10-0188095.23809523808
2021-11-0178571.42857142857
2021-12-0178571.42857142857
2022-01-01195238.0952380952
2022-02-01169047.61904761902
2022-03-01226190.47619047615
2022-04-01195238.0952380952
2022-05-01176190.47619047615
2022-06-01121428.57142857142
2022-07-01121428.57142857142
2022-08-01111904.7619047619
2022-09-0199999.99999999999
2022-10-0192857.14285714284
2022-11-0195238.09523809524
2022-12-0190476.19047619047
2023-01-01116666.66666666666
2023-02-01114285.71428571428
2023-03-01104761.90476190476
2023-04-0197619.0476190476
2023-05-0169047.61904761904
2023-06-0169047.61904761904
2023-07-0178571.42857142857
2023-08-0164285.71428571429
2023-09-0171428.57142857142
2023-10-0161904.76190476191
2023-11-0183333.33333333333
2023-12-0178571.42857142857
2024-01-0161904.76190476191
2024-02-01121428.57142857142
2024-03-01109523.80952380953
2024-04-01138095.23809523808
2024-05-01128571.42857142858
2024-06-01126190.47619047618
2024-07-01123809.52380952382
2024-08-01130952.38095238095
2024-09-01139285.71428571426
2024-10-01111904.7619047619
2024-11-01128571.42857142858
2024-12-01126190.47619047618
2025-01-01128571.42857142858
2025-02-01126190.47619047618
2025-03-01130952.38095238095
2025-04-01130952.38095238095
2025-05-01121428.57142857142
2025-06-01116666.66666666666
2025-07-01140476.19047619044
2025-08-01180952.38095238095
2025-09-01183333.3333333333
2025-10-01216666.66666666666
2025-11-01183333.3333333333
2025-12-01164285.71428571426
2026-01-01192857.14285714284
2026-02-01183333.3333333333
2026-03-01150000
2026-04-01159523.80952380953
Annual Return Matrix
YearAnnual Return
20171.6281249999999998
2018-0.689655172413793
2019-0.3869731800766284
20204.5
20210.8750000000000002
20220.15151515151515138
2023-0.13157894736842102
20240.606060606060606
20250.3018867924528301
2026-0.02898550724637672
Total Factor Risk
1.5205925625129313
VTI.US Exposure
0.14405701207892327
VEA.US Exposure
0.01729709771082069
VWO.US Exposure
-0.005916812156211691
QQQ.US Exposure
-0.00958234837375842
VTV.US Exposure
-0.0023966338007309477
IJR.US Exposure
-0.008586895597387272
QUAL.US Exposure
-0.0060346462941691095
SHV.US Exposure
0.677022863449906
TLT.US Exposure
0.001756637197714516
LQD.US Exposure
0.0003849366635276289
HYG.US Exposure
0.012329409089562954
GLD.US Exposure
0.009397444008548776
USO.US Exposure
0.002114692066798632
VNQ.US Exposure
0.022419733098435424
BTC-USD.CC Exposure
0.01032229386726135
CPER.US Exposure
0.015704703672151803
VIX.INDX Exposure
-0.005262075414201878
UUP.US Exposure
-0.0007375684187306902
TIP.US Exposure
0.020019773302974168
Idiosyncratic Exposure
0.10569038384856479
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
152.1%

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$200.8M
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: 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 →
-4.8%
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 →
-13.1%
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 →
57.9% 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 →
0.72
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 →
56
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-42.3%
50.0% retracement-35.0%
61.8% retracement-25.4%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is American Rare EARTHS Ltd a high-risk investment?

American Rare EARTHS Ltd (ARR.AU) has an annualized volatility of 152.1% and experienced a maximum drawdown of 90.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARR.AU has generated a Compound Annual Growth Rate (CAGR) of 15.7%. It has had a positive return in 60% 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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