Advance Metals Ltd

10-Year Study

AVM.AU · Basic Materials · AU · Common Stock

Executive Summary: Advance Metals Ltd has compounded at -24.8% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 490.1%.

1Y CAGR
-99.7%
3Y CAGR
-83.1%
5Y CAGR
-22.7%
10Y CAGR
-24.8%

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 →
99.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
31.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
984.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2003.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +3532.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -99.2%
% 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.
2026-6.73.6-40.020.7————————-30.0%
20250.8-0.81.55.44.15.1-0.73.94.31.2-99.659.6-99.2%
2024-2.43.11.70.52.2-3.3-0.12.15.6-4.7-3.30.41.2%
20236.8-5.11.31.5-2.65.22.3-6.9-1.5-6.56.85.65.7%
2022-1.2-1.3-3.7-3.86.7-6.3-4.62.7-11.23.111.3-3.0-12.6%
2021-5.11.94.3-2.6-98.15533.2-4.03.32.3-3.6-6.49.83.8%
2020-6.4-11.7-24.19.32.5-1.0-2.1-0.1-1.8-4.215.97.9-20.0%
20197.32.3-11.13174.4-3.07.1-0.3-3.1-0.57.8-1.67.33532.5%
2018-8.628.1-7.328.94.10.03.9-5.78.0-27.8-7.713.917.1%
20179.5-26.1-5.9-13.7-30.4-6.2-11.1-12.5-28.644.0-11.19.4-66.7%
2016———69.610.528.633.3-27.8-7.7-12.5-3.85.089.4%

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 490.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 34.6% of variance. Idiosyncratic stock-specific factors contribute 45.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0116964.68107538218
2016-05-0118750.65893516078
2016-06-0124108.592514496573
2016-07-0132144.438587243018
2016-08-0123215.603584607277
2016-09-0121429.625724828675
2016-10-0118750.65893516078
2016-11-0118040.063257775437
2016-12-0118942.54085397997
2017-01-0120746.441750131788
2017-02-0115333.684765419082
2017-03-0114432.261465471798
2017-04-0112448.075909330522
2017-05-018658.935160780178
2017-06-018118.081180811808
2017-07-017215.603584607275
2017-08-016314.180284659989
2017-09-014510.279388508171
2017-10-016494.464944649446
2017-11-015773.326304691618
2017-12-016314.180284659989
2018-01-015773.326304691618
2018-02-017396.94254085398
2018-03-016855.03426462836
2018-04-018839.219820769636
2018-05-019200.843437005798
2018-06-019200.843437005798
2018-07-019561.412756984713
2018-08-019020.558777016342
2018-09-019741.69741697417
2018-10-017035.318924617817
2018-11-016494.464944649446
2018-12-017396.94254085398
2019-01-017937.796520822351
2019-02-018118.081180811808
2019-03-017215.603584607275
2019-04-01236268.01084077038
2019-05-01229260.08820722273
2019-06-01245458.65619440234
2019-07-01244696.6417601188
2019-08-01237076.33654444106
2019-09-01235975.66466866888
2019-10-01254349.03238846493
2019-11-01250369.54100532914
2019-12-01268693.09847142483
2020-01-01251457.14196268987
2020-02-01222104.82615951996
2020-03-01168519.84204024344
2020-04-01184134.5522110878
2020-05-01188827.49453933226
2020-06-01187012.86899082022
2020-07-01183122.17941646144
2020-08-01182949.241111325
2020-09-01179577.30612505972
2020-10-01171968.82506326807
2020-11-01199290.22178187393
2020-12-01215017.2714691886
2021-01-01204152.4626672048
2021-02-01208095.31526057798
2021-03-01217032.4853425536
2021-04-01211424.86025297962
2021-05-013935.6879283078542
2021-06-01221706.40445723303
2021-07-01212794.93381176487
2021-08-01219906.11670076312
2021-09-01225036.9549048971
2021-10-01217025.6281376639
2021-11-01203163.39632556133
2021-12-01223094.81752000487
2022-01-01220361.92978942904
2022-02-01217537.92770297264
2022-03-01209430.37886712575
2022-04-01201413.9041689489
2022-05-01214896.15432827736
2022-06-01201407.42903705893
2022-07-01192084.7271892606
2022-08-01197346.05337735158
2022-09-01175193.07878058898
2022-10-01180639.02666396572
2022-11-01201038.1856464875
2022-12-01195018.56520858387
2023-01-01208338.71587050482
2023-02-01197738.84453016895
2023-03-01200365.3752030859
2023-04-01203367.12167083306
2023-05-01198020.2915672258
2023-06-01208413.32065097647
2023-07-01213152.17206650303
2023-08-01198461.82719116533
2023-09-01195523.74615063463
2023-10-01182823.69996725916
2023-11-01195239.40340242197
2023-12-01206076.3409845315
2024-01-01201068.89225020178
2024-02-01207231.95093584238
2024-03-01210794.9425310729
2024-04-01211950.49215506803
2024-05-01216669.05348339895
2024-06-01209426.2565005498
2024-07-01209132.78421855439
2024-08-01213436.7360148734
2024-09-01225370.4443063369
2024-10-01214806.18619139594
2024-11-01207763.3742602423
2024-12-01208568.44228886275
2025-01-01210271.46230324608
2025-02-01208568.44228886275
2025-03-01211774.11519293414
2025-04-01223194.29726366876
2025-05-01232410.56161738723
2025-06-01244351.7303868979
2025-07-01242715.2111835711
2025-08-01252125.1664390423
2025-09-01262864.79606085474
2025-10-01265933.2444307109
2025-11-01991.0384818133895
2025-12-011581.44438587243
2026-01-011476.0147601476015
2026-02-011528.7295730100157
2026-03-01917.2377438060095
2026-04-011107.0110701107012
Annual Return Matrix
YearAnnual Return
2017-0.6666666666666667
20180.1714810485890801
201935.32488653080765
2020-0.19976630329395906
20210.03756696378678459
2022-0.12584896692592784
20230.05670114414040883
20240.0120930975988085
2025-0.9924176238336088
2026-0.30000000000000004
Total Factor Risk
4.900603298042688
VTI.US Exposure
0.3464674168871899
VEA.US Exposure
0.0020591110481009848
VWO.US Exposure
-0.0005816465699899851
QQQ.US Exposure
0.02955361568940614
VTV.US Exposure
0.00958470845937565
IJR.US Exposure
0.022790606309449117
QUAL.US Exposure
0.02356588356038018
SHV.US Exposure
0.03318126683747932
TLT.US Exposure
0.01059297575087691
LQD.US Exposure
0.02128133567289014
HYG.US Exposure
0.00853846518890675
GLD.US Exposure
0.004172879110780029
USO.US Exposure
0.003885101588599949
VNQ.US Exposure
0.007034979328550266
BTC-USD.CC Exposure
-0.000038336177637553945
CPER.US Exposure
-0.0006030014515334168
VIX.INDX Exposure
0.0020818662264295907
UUP.US Exposure
0.016915568698473375
TIP.US Exposure
0.00723888278532089
Idiosyncratic Exposure
0.4522783210569518
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
490.1%

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
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$40.2M
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 →
-7.3%
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 →
99.6% 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 →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advance Metals Ltd a high-risk investment?

Advance Metals Ltd (AVM.AU) has an annualized volatility of 490.1% and experienced a maximum drawdown of 99.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVM.AU has generated a Compound Annual Growth Rate (CAGR) of -24.8%. 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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