Anson Resources Ltd

10-Year Study

ASN.AU · Basic Materials · AU · Common Stock

Executive Summary: Anson Resources Ltd has compounded at 4.2% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 1167.9%.

1Y CAGR
-99.8%
3Y CAGR
-86.7%
5Y CAGR
-74.3%
10Y CAGR
+4.2%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2179078944931330.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
906668563029412352.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48363.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +121129.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -99.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.6-4.8-18.68.3-1.9———————-21.5%
202521739.078.6-38.122.3-2.7-19.4-99.312441.72.7-99.5-12.0-11.0-7.1%
2024-40.09.514772.9-99.223.814207.7-99.4-7.6-20.619876.22.1-99.6-50.0%
2023-15.620.1-14.1-9.78.314.4-1.8-1.8-99.210221.43.5-99.1-99.3%
2022-26.2-9.325.5-99.50.012193.2-10.8-10.417.4-14.426.13.9-46.7%
2021244.836872.55.76.1-99.970124.5-11.5-5.3-12.5-0.6-5.024.5121129.4%
202029.6-28.6-28.00.0161.1-46.8-20.05.023.87.7123306.2-99.97.4%
2019-9.625.8-16.9-14.5-18.636841.5-4.5-99.821.9-12.8-14.7-6.9-63.0%
201829.4-15.9-73.56.1-15.422.7122.2-8.3-28.2-5.12.7-5.2-57.1%
201764.38.70.0-40.0-16.7-20.0-35.0-15.4227.3116.721.878.9507.1%
2016————33.3-12.6-5.6-37.525.024.0-12.93.7-3.8%

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 1167.9%. The dominant macroeconomic risk driver is TIP.US, accounting for 24.7% of variance. Idiosyncratic stock-specific factors contribute 37.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0113333.333333333332
2016-06-0111649.484536082473
2016-07-0110996.563573883162
2016-08-016872.852233676976
2016-09-018591.06529209622
2016-10-0110652.920962199312
2016-11-019278.350515463917
2016-12-019621.993127147767
2017-01-0115807.560137457043
2017-02-0117182.13058419244
2017-03-0117182.13058419244
2017-04-0110309.278350515462
2017-05-018591.06529209622
2017-06-016872.852233676976
2017-07-014467.353951890034
2017-08-013780.0687285223366
2017-09-0112371.134020618554
2017-10-0126804.123711340206
2017-11-0132646.048109965635
2017-12-0158419.2439862543
2018-01-0175601.37457044673
2018-02-0163573.88316151202
2018-03-0116838.487972508592
2018-04-0117869.415807560137
2018-05-0115120.274914089347
2018-06-0118556.701030927834
2018-07-0141237.11340206185
2018-08-0137800.687285223365
2018-09-0127147.766323024058
2018-10-0125773.195876288657
2018-11-0126460.481099656357
2018-12-0125085.91065292096
2019-01-0122680.41237113402
2019-02-0128522.33676975945
2019-03-0123711.340206185567
2019-04-0120274.91408934708
2019-05-0116494.84536082474
2019-06-016093443.382236966
2019-07-015818325.7112798
2019-08-0110996.563573883162
2019-09-0113402.061855670103
2019-10-0111683.84879725086
2019-11-019965.635738831616
2019-12-019278.350515463917
2020-01-0112027.49140893471
2020-02-018591.06529209622
2020-03-016185.567010309277
2020-04-016185.567010309277
2020-05-0116151.202749140894
2020-06-018591.06529209622
2020-07-016872.852233676976
2020-08-017216.494845360825
2020-09-018934.707903780069
2020-10-019621.993127147767
2020-11-0111874134.024393927
2020-12-019965.635738831616
2021-01-0134364.26116838488
2021-02-0112705323.786260335
2021-03-0113424777.001449743
2021-04-0114241271.658042042
2021-05-0119931.27147766323
2021-06-0113996636.826557802
2021-07-0112393627.625560433
2021-08-0111740846.40450494
2021-09-0110275374.73698252
2021-10-0110215276.213446023
2021-11-019707104.791070996
2021-12-0112081283.883950146
2022-01-018920442.771256175
2022-02-018089253.664836031
2022-03-0110154809.329108274
2022-04-0149828.178694158065
2022-05-0149828.178694158065
2022-06-016125461.276863858
2022-07-015465034.275120476
2022-08-014896019.742251262
2022-09-015749140.736163687
2022-10-014919275.3034768645
2022-11-016202748.878714964
2022-12-016443298.969072165
2023-01-015436766.188578917
2023-02-016529209.621993127
2023-03-015610685.577916935
2023-04-015065793.761682674
2023-05-015486644.010773229
2023-06-016274865.664976979
2023-07-016161366.623291855
2023-08-016047868.237052997
2023-09-0148109.96563573884
2023-10-014965635.673286988
2023-11-015139877.214464535
2023-12-0148109.96563573884
2024-01-0128865.9793814433
2024-02-0131615.120274914087
2024-03-014702095.8051648745
2024-04-0136082.47422680412
2024-05-0144673.53951890035
2024-06-016391752.708408841
2024-07-0136082.47422680412
2024-08-0133333.333333333336
2024-09-0126460.481099656357
2024-10-015285804.132415666
2024-11-015399302.846377658
2024-12-0124054.98281786942
2025-01-015253376.256149659
2025-02-019381443.036790565
2025-03-015804656.37941131
2025-04-017101785.849869455
2025-05-016907216.625934614
2025-06-015567010.571456857
2025-07-0141237.11340206185
2025-08-015171821.371386551
2025-09-015309278.284970838
2025-10-0128522.33676975945
2025-11-0125085.91065292096
2025-12-0122336.769759450173
2026-01-0121305.841924398625
2026-02-0120274.91408934708
2026-03-0116494.84536082474
2026-04-0117869.415807560137
2026-05-0117525.773195876285
Annual Return Matrix
YearAnnual Return
20175.071428571428572
2018-0.5705882352941177
2019-0.6301369863013698
20200.07407407407407418
20211211.2943483549973
2022-0.46667100690912344
2023-0.9925333333333334
2024-0.5
2025-0.07142857142857151
2026-0.2153846153846155
Total Factor Risk
11.67900392786259
VTI.US Exposure
0.11259198942828726
VEA.US Exposure
0.0008318402371789853
VWO.US Exposure
0.005040301784559928
QQQ.US Exposure
0.0011077498508268852
VTV.US Exposure
0.0011617662284752392
IJR.US Exposure
0.0016905110329010686
QUAL.US Exposure
0.012106450267442294
SHV.US Exposure
0.019183082335247223
TLT.US Exposure
0.011739207585617358
LQD.US Exposure
0.09792633807539335
HYG.US Exposure
0.0011269239576658123
GLD.US Exposure
0.027202405170861005
USO.US Exposure
0.0027586274050809593
VNQ.US Exposure
0.005377612141007923
BTC-USD.CC Exposure
0.00009524504636198845
CPER.US Exposure
0.025096093198552955
VIX.INDX Exposure
0.00002212041326977731
UUP.US Exposure
0.05556838763179637
TIP.US Exposure
0.2465558190820813
Idiosyncratic Exposure
0.3728175291273924
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
1167.9%

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$81.0M
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 →
-3.4%
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 →
-99.2%
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 →
99.8% 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 →
-0.73
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-99.7%
50.0% retracement-99.7%
61.8% retracement-99.6%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Anson Resources Ltd a high-risk investment?

Anson Resources Ltd (ASN.AU) has an annualized volatility of 1167.9% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, ASN.AU has generated a Compound Annual Growth Rate (CAGR) of 4.2%. It has had a positive return in 30% 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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