Auric Mining Ltd

10-Year Study

AWJ.AU · Basic Materials · AU · Common Stock

Executive Summary: Auric Mining Ltd has compounded at -30.6% annually over the last 10 years, with a maximum drawdown of 99.1% and an annualized volatility of 111.5%.

1Y CAGR
+75.5%
3Y CAGR
+98.9%
5Y CAGR
+15.5%
10Y CAGR
-30.6%

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 →
99.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
75.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +183.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -96.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.4-1.67.9-1.5————————21.8%
2025-11.8-6.7-1.8-9.1-20.0-20.03.112.124.321.7-1.80.0-19.1%
2024-4.24.354.2-2.7-2.88.613.227.929.14.2-12.24.6183.3%
2023-8.6-23.111.14.0-13.5-11.115.04.3-12.547.6-6.5106.987.5%
202214.6-13.6-5.3-4.410.5-32.623.4-5.16.7-17.515.2-15.8-33.3%
202117.0-94.316.7-11.9-10.8-15.210.7-12.9-3.7-3.88.0-28.9-96.4%
20203.9-9.6-27.61.6-11.62.30.017.314.37.6-4.3-13.5-25.4%
2019————-6.5-11.711.0-6.36.5-8.7-16.220.3-15.8%

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 111.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.2% of variance. Idiosyncratic stock-specific factors contribute 15.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019348.836750259543
2019-06-018255.813476393345
2019-07-019162.790424311863
2019-08-018581.395101263573
2019-09-019139.534633568403
2019-10-018348.836639367186
2019-11-016999.999667322928
2019-12-018418.604011597567
2020-01-018744.185636467795
2020-02-017906.976615241444
2020-03-015720.930067509049
2020-04-015813.95323048289
2020-05-015139.5347444607605
2020-06-015255.813698178061
2020-07-015255.813698178061
2020-08-016162.790646096578
2020-09-017046.511248809848
2020-10-017581.394990371216
2020-11-017255.813365500988
2020-12-016279.069599813878
2021-01-017348.837082936616
2021-02-01418.604632594768
2021-03-01488.3720713605627
2021-04-01430.23253905573387
2021-05-01383.72091321187077
2021-06-01325.5813809070419
2021-07-01360.46510028993913
2021-08-01313.95347444607603
2021-09-01302.3255679851103
2021-10-01290.6976615241445
2021-11-01313.95347444607603
2021-12-01223.25580405054296
2022-01-01255.81394214124714
2022-02-01220.9302227583498
2022-03-01209.302316297384
2022-04-01199.99999112861138
2022-05-01220.9302227583498
2022-06-01148.83720270036198
2022-07-01183.72092208325932
2022-08-01174.4185969144867
2022-09-01186.04650337545246
2022-10-01153.48836528474828
2022-11-01176.74417820667983
2022-12-01148.83720270036198
2023-01-01136.04650559329963
2023-02-01104.651158148692
2023-03-01116.2790646096578
2023-04-01120.9302271940441
2023-05-01104.651158148692
2023-06-0193.02325168772623
2023-07-01106.97673944088517
2023-08-01111.62790202527148
2023-09-0197.67441427211256
2023-10-01144.18604011597566
2023-11-01134.88371494720306
2023-12-01279.0697550631787
2024-01-01267.44184860221293
2024-02-01279.0697550631787
2024-03-01430.23253905573387
2024-04-01418.604632594768
2024-05-01406.97672613380223
2024-06-01441.8604455166996
2024-07-01499.9999778215285
2024-08-01639.5348553531179
2024-09-01825.5813587285703
2024-10-01860.4650781114677
2024-11-01755.8139199627757
2024-12-01790.697639345673
2025-01-01697.6743876579468
2025-02-01651.1627618140838
2025-03-01639.5348553531179
2025-04-01581.395323048289
2025-05-01465.1162584386312
2025-06-01372.0930067509049
2025-07-01383.72091321187077
2025-08-01430.23253905573387
2025-09-01534.8836972044259
2025-10-01651.1627618140838
2025-11-01639.5348553531179
2025-12-01639.5348553531179
2026-01-01744.1860135018098
2026-02-01732.5581070408441
2026-03-01790.697639345673
2026-04-01779.0697328847073
Annual Return Matrix
YearAnnual Return
2020-0.2541436096574017
2021-0.9644444450723781
2022-0.33333333333333337
20230.875
20241.8333333333333335
2025-0.19117647058823528
20260.21818181818181825
Total Factor Risk
1.1153054066729728
VTI.US Exposure
0.005393422660286867
VEA.US Exposure
0.005748774734576837
VWO.US Exposure
-0.00416399816890287
QQQ.US Exposure
0.015120193235566442
VTV.US Exposure
-0.0018873966782764887
IJR.US Exposure
-0.0020146718756672106
QUAL.US Exposure
0.002236129617338046
SHV.US Exposure
0.7821288015023554
TLT.US Exposure
0.007996312183601972
LQD.US Exposure
-0.0045121148741966086
HYG.US Exposure
0.02977231656035987
GLD.US Exposure
0.0031739492782250564
USO.US Exposure
-0.0004115891640005861
VNQ.US Exposure
-0.0014957530737291034
BTC-USD.CC Exposure
-0.00011944818004546015
CPER.US Exposure
0.0070958352393121074
VIX.INDX Exposure
0.0005595278639470639
UUP.US Exposure
0.00023607617974465825
TIP.US Exposure
-0.0005861966936000624
Idiosyncratic Exposure
0.15572982965310422
Value Score
45.7
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
111.5%

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 →10.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$60.8M
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 →
+5.3%
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 →
+26.9%
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 →
81.9% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Auric Mining Ltd a high-risk investment?

Auric Mining Ltd (AWJ.AU) has an annualized volatility of 111.5% and experienced a maximum drawdown of 99.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AWJ.AU has generated a Compound Annual Growth Rate (CAGR) of -30.6%. It has had a positive return in 43% 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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