Australian Strategic Materials Ltd

10-Year Study

ASM.AU · Basic Materials · AU · Common Stock

Executive Summary: Australian Strategic Materials Ltd has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 97.3% and an annualized volatility of 108.6%.

1Y CAGR
+240.6%
3Y CAGR
+14.4%
5Y CAGR
-19.9%
10Y CAGR
+4.1%

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 →
97.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +130.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -86.5%
% 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.
2026146.8-2.6-17.415.9————————130.2%
2025-9.4-18.7-7.776.4-18.1-2.97.98.3-3.477.2-34.24.531.1%
2024-17.7-6.240.8-26.1-3.9-20.4-19.2-19.09.8-4.5-12.112.8-58.3%
202325.1-10.9-19.4-18.22.41.935.517.4-16.6-3.4-0.7-9.3-11.5%
2022-21.6-2.6-6.8-15.5-14.0-37.43.2-3.7-31.8-15.6-14.2-15.3-86.5%
2021-22.06.4-10.90.8-0.464.211.334.6-14.46.125.5-20.066.6%
2020———————78.0-6.649.321.068.2404.7%

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 108.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 30.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0117795.567473775533
2020-09-0116614.874990141176
2020-10-0124804.00662512816
2020-11-0130000.78870573389
2020-12-0150474.01214606831
2021-01-0139371.401530089126
2021-02-0141890.527644135975
2021-03-0137305.781213029426
2021-04-0137621.26350658569
2021-05-0137463.52235980755
2021-06-0161519.047243473455
2021-07-0168459.65770171149
2021-08-0192120.82971843205
2021-09-0178870.57338906854
2021-10-0183681.67836580172
2021-11-01105055.60375423929
2021-12-0184076.03123274706
2022-01-0165935.79935326129
2022-02-0164200.64673870179
2022-03-0159862.76520230302
2022-04-0150556.037542392936
2022-05-0143457.685937376766
2022-06-0127210.347819228646
2022-07-0128077.9241265084
2022-08-0127052.606672450507
2022-09-0118455.714173042037
2022-10-0115576.938244341036
2022-11-0113368.562189447117
2022-12-0111317.927281331335
2023-01-0114157.267923337802
2023-02-0112619.291742250967
2023-03-0110174.303967189842
2023-04-018320.84549254673
2023-05-018518.021926019403
2023-06-018675.76307279754
2023-07-0111751.715434971213
2023-08-0113802.350343086993
2023-09-0111515.103714804007
2023-10-0111120.750847858662
2023-11-0111041.880274469595
2023-12-0110016.562820411706
2024-01-018241.974919157661
2024-02-017729.3161921287165
2024-03-0110884.139127691456
2024-04-018044.798485684991
2024-05-017729.3161921287165
2024-06-016151.904724347346
2024-07-014968.846123511318
2024-08-014022.3992428424954
2024-09-014416.752109787839
2024-10-014219.575676315167
2024-11-013706.9169492862206
2024-12-014180.140389620632
2025-01-013785.7875226752894
2025-02-013075.952362173673
2025-03-012839.340642006467
2025-04-015008.281410205853
2025-05-014101.269816231565
2025-06-013982.963956147961
2025-07-014298.446249704236
2025-08-014653.363829955043
2025-09-014495.622683176906
2025-10-017965.927912295922
2025-11-015244.893130373059
2025-12-015481.504850540263
2026-01-0113526.303336225254
2026-02-0113171.385755974445
2026-03-0110884.139127691456
2026-04-0112619.291742250967
Annual Return Matrix
YearAnnual Return
20210.6657291080692542
2022-0.8653846153846154
2023-0.1149825783972126
2024-0.5826771653543307
20250.31132075471698095
20261.3021582733812953
Total Factor Risk
1.086361037092906
VTI.US Exposure
0.0203760970456473
VEA.US Exposure
0.02103311930422525
VWO.US Exposure
-0.006751081843136976
QQQ.US Exposure
0.19456630987392537
VTV.US Exposure
0.04296058129929164
IJR.US Exposure
0.0075751312454153475
QUAL.US Exposure
0.03038376902912478
SHV.US Exposure
0.25626286382566404
TLT.US Exposure
0.008888570049944023
LQD.US Exposure
0.005663236044507266
HYG.US Exposure
0.024466965707323735
GLD.US Exposure
0.06671859872164217
USO.US Exposure
0.013611649177722816
VNQ.US Exposure
0.02156021747217802
BTC-USD.CC Exposure
0.0022069247699581865
CPER.US Exposure
-0.008564003463563334
VIX.INDX Exposure
-0.0026287385257867807
UUP.US Exposure
0.0008574683408524694
TIP.US Exposure
-0.0025256377887885326
Idiosyncratic Exposure
0.3033379597138532
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
108.6%

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$396.7M
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 →
+4.7%
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 →
+65.5%
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 →
42.9% 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 →
1.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Strategic Materials Ltd a high-risk investment?

Australian Strategic Materials Ltd (ASM.AU) has an annualized volatility of 108.6% and experienced a maximum drawdown of 97.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASM.AU has generated a Compound Annual Growth Rate (CAGR) of 4.1%. 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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