Aurum Resources Ltd

10-Year Study

AUE.AU · Basic Materials · AU · Common Stock

Executive Summary: Aurum Resources Ltd has compounded at -31.1% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 418.6%.

1Y CAGR
+31.5%
3Y CAGR
+93.3%
5Y CAGR
-39.2%
10Y CAGR
-31.1%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
180.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +115.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -99.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.217.8-22.46.8————————-11.3%
2025-21.23.831.52.834.20.0-3.135.88.5-20.79.017.4115.2%
202418.0-20.312.89.432.8-13.014.9-14.345.50.0-21.9-12.032.0%
20232.9-16.7-16.7-8.0-20.063.0-26.7-9.110.00.068.235.142.9%
20225.4-7.72.8-5.4-22.9-7.4-4.025.0-3.3-6.925.92.9-5.4%
2021-85.3-3.3-1.06.3-11.216.63.0-22.2-1.6-0.5-96.9-9.8-99.7%
20208.518.9——————29.0-18.89.7—48.4%
2019——————————386.6-1.8378.0%

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 418.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.6% of variance. Idiosyncratic stock-specific factors contribute 7.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-11-0148662.918967246325
2019-12-0147799.44450387231
2020-01-0151870.104220117224
2020-02-0161676.70179375404
2020-09-0179562.94310457613
2020-10-0164637.18426540678
2020-11-0170928.20338053952
2021-01-0110401.932262907503
2021-02-0110058.290454744716
2021-03-019955.326607898744
2021-04-0110582.119608600893
2021-05-019393.195015939045
2021-06-0110950.216036159474
2021-07-0111280.987670322984
2021-08-018775.386772632797
2021-09-018639.216759911142
2021-10-018600.1318378131
2021-11-01263.8451091651092
2021-12-01238.10412290509856
2022-01-01250.97461603510388
2022-02-01231.6688763400959
2022-03-01238.10412290509856
2022-04-01225.23362977509322
2022-05-01173.75165725507193
2022-06-01160.8811641250666
2022-07-01154.44591756006392
2022-08-01193.05739695007992
2022-09-01186.62215038507725
2022-10-01173.75165725507193
2022-11-01218.79838321009058
2022-12-01225.23362977509322
2023-01-01231.6688763400959
2023-02-01193.05739695007992
2023-03-01160.8811641250666
2023-04-01148.01067099506128
2023-05-01118.40853679604902
2023-06-01193.05739695007992
2023-07-01141.5754244300586
2023-08-01128.7049313000533
2023-09-01141.5754244300586
2023-10-01141.5754244300586
2023-11-01238.10412290509856
2023-12-01321.7623282501332
2024-01-01379.6795473351571
2024-02-01302.45658855512517
2024-03-01341.0680679451412
2024-04-01373.2443007701545
2024-05-01495.51398550520514
2024-06-01431.16151985517854
2024-07-01495.51398550520514
2024-08-01424.7262732901758
2024-09-01617.7836702402557
2024-10-01617.7836702402557
2024-11-01482.6434923751998
2024-12-01424.7262732901758
2025-01-01334.6328213801385
2025-02-01347.50331451014387
2025-03-01456.9025061151891
2025-04-01469.77299924519446
2025-05-01630.654163370261
2025-06-01630.654163370261
2025-07-01611.348423675253
2025-08-01830.1468068853436
2025-09-01900.9345191003729
2025-10-01714.3123687152957
2025-11-01778.6648343653222
2025-12-01913.8050122303782
2026-01-01830.1468068853436
2026-02-01978.1574778804049
2026-03-01759.3590946703142
2026-04-01810.8410671903356
Annual Return Matrix
YearAnnual Return
20200.48387087165403164
2021-0.9966430261650977
2022-0.05405405405405406
20230.4285714285714286
20240.32000000000000006
20251.1515151515151514
2026-0.11267605633802813
Total Factor Risk
4.185597138912401
VTI.US Exposure
0.012735096634584726
VEA.US Exposure
-0.00001597588846256419
VWO.US Exposure
0.007325329255877049
QQQ.US Exposure
0.009064623650392976
VTV.US Exposure
0.000012267745804892768
IJR.US Exposure
0.006391413997277357
QUAL.US Exposure
0.016167189647716674
SHV.US Exposure
0.8559625974661254
TLT.US Exposure
0.003036588722136191
LQD.US Exposure
0.002060449381265868
HYG.US Exposure
0.00005496411492059242
GLD.US Exposure
-0.0011132059479185643
USO.US Exposure
0.000877575001971363
VNQ.US Exposure
0.00411961055082177
BTC-USD.CC Exposure
0.0005641432149154002
CPER.US Exposure
0.009968958165510381
VIX.INDX Exposure
0.0007556728837466378
UUP.US Exposure
-0.0000697425600081368
TIP.US Exposure
-0.000003270478073338918
Idiosyncratic Exposure
0.07210571444139542
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
418.6%

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$241.9M
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 →
-4.2%
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 →
-4.9%
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 →
93.8% 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 →
1.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aurum Resources Ltd a high-risk investment?

Aurum Resources Ltd (AUE.AU) has an annualized volatility of 418.6% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUE.AU has generated a Compound Annual Growth Rate (CAGR) of -31.1%. It has had a positive return in 57% 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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