ASA Gold and Precious Metals Ltd

10-Year Study

ASA.US · Financial Services · US · Common Stock

Executive Summary: ASA Gold and Precious Metals Ltd has compounded at 19.6% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 39.8%.

1Y CAGR
+131.3%
3Y CAGR
+65.6%
5Y CAGR
+23.5%
10Y CAGR
+19.6%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +195.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.226.0-23.710.0————————14.4%
202515.74.423.5-0.55.7-0.3-2.021.621.70.314.813.2195.6%
2024-3.3-8.014.612.76.4-4.69.02.26.35.7-7.1-0.834.5%
202314.2-11.811.24.0-5.6-5.54.2-3.9-10.41.812.9-1.65.4%
2022-4.08.61.9-8.3-11.0-19.83.1-7.5-10.4-2.817.20.4-32.1%
2021-3.7-10.66.19.211.6-11.32.5-5.0-10.09.40.21.9-3.5%
20202.5-11.7-16.433.811.014.534.5-1.2-8.6-7.20.99.860.6%
20199.4-1.70.8-6.73.715.63.412.4-9.65.9-4.111.744.4%
20182.1-10.60.91.2-1.1-1.9-3.3-10.80.8-2.1-0.19.2-16.2%
201713.7-3.3-0.7-1.1-0.2-1.62.35.0-5.4-3.5-3.42.42.9%
2016———32.8-13.325.68.5-14.88.5-6.9-21.62.18.1%

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 39.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113281.231320980274
2016-05-0111512.353058378165
2016-06-0114456.465431360828
2016-07-0115679.119346483363
2016-08-0113361.028093245666
2016-09-0114495.616656704524
2016-10-0113497.907949790795
2016-11-0110588.762701733413
2016-12-0110814.006774257821
2017-01-0112293.185893604305
2017-02-0111891.51225343694
2017-03-0111813.209802749552
2017-04-0111685.79398286511
2017-05-0111656.903765690377
2017-06-0111470.412432755527
2017-07-0111735.405459254831
2017-08-0112324.068539549711
2017-09-0111656.903765690377
2017-10-0111244.769874476988
2017-11-0110861.725443315401
2017-12-0111127.11695556884
2018-01-0111363.020522016339
2018-02-0110153.915122534368
2018-03-0110242.37895995218
2018-04-0110360.33074317593
2018-05-0110242.08009563658
2018-06-0110045.128511655708
2018-07-019710.30085674437
2018-08-018666.367802351066
2018-09-018735.305837816297
2018-10-018548.216776250249
2018-11-018538.055389519825
2018-12-019326.85793982865
2019-01-0110204.323570432356
2019-02-0110026.798166965531
2019-03-0110105.69834628412
2019-04-019425.383542538353
2019-05-019770.970312811316
2019-06-0111290.894600518031
2019-07-0111675.831839011755
2019-08-0113126.61884837617
2019-09-0111863.31938633194
2019-10-0112564.056584977088
2019-11-0112051.006176529188
2019-12-0113463.538553496712
2020-01-0113799.462044231917
2020-02-0112179.418210798962
2020-03-0110184.10041841004
2020-04-0113621.637776449494
2020-05-0115123.729826658697
2020-06-0117318.190874676227
2020-07-0123288.603307431757
2020-08-0123011.854951185494
2020-09-0121034.86750348675
2020-10-0119512.55230125523
2020-11-0119690.376569037657
2020-12-0121628.710898585374
2021-01-0120817.792388922095
2021-02-0118602.510460251047
2021-03-0119729.926280135485
2021-04-0121549.611476389717
2021-05-0124051.902769475993
2021-06-0121341.004184100417
2021-07-0121875.27395895597
2021-08-0120777.047220561864
2021-09-0118689.479976090854
2021-10-0120450.488145048814
2021-11-0120489.639370392506
2021-12-0120875.6724447101
2022-01-0120034.369396294078
2022-02-0121766.586969515836
2022-03-0122182.307232516436
2022-04-0120351.065949392312
2022-05-0118113.070332735602
2022-06-0114528.093245666467
2022-07-0114983.662084080494
2022-08-0113854.751942618052
2022-09-0112408.84638374178
2022-10-0112062.16377764495
2022-11-0114132.994620442318
2022-12-0114182.606096832038
2023-01-0116194.461048017532
2023-02-0114281.729428172943
2023-03-0115887.228531579996
2023-04-0116521.617852161784
2023-05-0115598.724845586768
2023-06-0114745.96533173939
2023-07-0115360.729228930066
2023-08-0114755.827854154213
2023-09-0113218.768679019726
2023-10-0113456.764295676428
2023-11-0115194.062562263398
2023-12-0114946.005180314804
2024-01-0114459.752938832435
2024-02-0113298.565451285116
2024-03-0115243.77366009165
2024-04-0117179.01972504483
2024-05-0118271.46842000399
2024-06-0117426.877864116355
2024-07-0118996.71249252839
2024-08-0119414.026698545527
2024-09-0120646.045028890218
2024-10-0121828.352261406657
2024-11-0120278.740785016933
2024-12-0120109.683203825465
2025-01-0123262.303247658896
2025-02-0124276.748356246266
2025-03-0129975.493126120742
2025-04-0129816.39768878263
2025-05-0131510.061765291888
2025-06-0131430.36461446503
2025-07-0130813.110181311018
2025-08-0137463.638174935244
2025-09-0145597.52938832437
2025-10-0145756.82406853956
2025-11-0152520.42239489938
2025-12-0159444.11237298267
2026-01-0164295.67642956765
2026-02-0180982.26738394104
2026-03-0161795.17832237497
2026-04-0167981.66965530982
Annual Return Matrix
YearAnnual Return
20170.02895413215907716
2018-0.16179024835711853
20190.4435234931587324
20200.6064655523245059
2021-0.0348166128534515
2022-0.32061560486757334
20230.0538264320584414
20240.34548884208281105
20251.955994471443221
20260.14362326127031988
Total Factor Risk
0.3982006126853996
VTI.US Exposure
0.24401450496380367
VEA.US Exposure
0.332686135431912
VWO.US Exposure
-0.04634077805770564
QQQ.US Exposure
-0.03396066455857465
VTV.US Exposure
-0.06092227456773069
IJR.US Exposure
-0.021510470580159414
QUAL.US Exposure
-0.06896023539861693
SHV.US Exposure
0.1431282445885653
TLT.US Exposure
0.021078797104415865
LQD.US Exposure
-0.024176878623265948
HYG.US Exposure
-0.018007313902811066
GLD.US Exposure
0.3263323856218013
USO.US Exposure
0.0018212292816866152
VNQ.US Exposure
0.0036552153171045903
BTC-USD.CC Exposure
0.006939116188150432
CPER.US Exposure
0.10128247862209416
VIX.INDX Exposure
0.004818480429613438
UUP.US Exposure
-0.03204223043122273
TIP.US Exposure
0.03355702358835237
Idiosyncratic Exposure
0.08660723498258721
Value Score
49.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.8%

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 →1.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.09%
Market Cap$1.2B
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 →
+0.5%
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 →
+31.1%
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 →
16.1% 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 →
0.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASA Gold and Precious Metals Ltd a high-risk investment?

ASA Gold and Precious Metals Ltd (ASA.US) has an annualized volatility of 39.8% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ASA.US?

Over the past 10 years, ASA.US has generated a Compound Annual Growth Rate (CAGR) of 19.6%. It has had a positive return in 70% 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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