Brookfield Asset Management Ltd

10-Year Study

BAM.TO · Financial Services · CA · Common Stock

Executive Summary: Brookfield Asset Management Ltd has compounded at 21.3% annually over the last 10 years, with a maximum drawdown of 26.6% and an annualized volatility of 135.9%.

1Y CAGR
-13.6%
3Y CAGR
+21.0%
5Y CAGR
+21.3%
10Y CAGR
+21.3%

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 →
26.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +51.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.5%
% 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.
2026-5.9-5.9-2.97.5————————-7.5%
202511.6-5.3-14.85.65.8-2.413.4-2.6-4.2-4.2-2.2-2.3-4.8%
20241.63.32.9-7.62.7-2.715.7-8.016.415.59.4-2.951.7%
202312.06.7-3.62.6-7.74.22.95.9-3.1-12.220.612.042.6%

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 135.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.5% of variance. Idiosyncratic stock-specific factors contribute 19.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0111204.53845075729
2023-02-0111953.947160720885
2023-03-0111526.927115030068
2023-04-0111826.362222894413
2023-05-0110916.92095060408
2023-06-0111374.64296197446
2023-07-0111700.834278534394
2023-08-0112396.94031234184
2023-09-0112017.252964424719
2023-10-0110554.259784401303
2023-11-0112733.629614675856
2023-12-0114264.02619930202
2024-01-0114489.162659462056
2024-02-0114963.533973765087
2024-03-0115393.69249116547
2024-04-0114227.666682288018
2024-05-0114613.704164576082
2024-06-0114225.827076872458
2024-07-0116460.22230167628
2024-08-0115147.363427049431
2024-09-0117628.73004850157
2024-10-0120366.507514580564
2024-11-0122289.270960222686
2024-12-0121637.05218744268
2025-01-0124140.471133433988
2025-02-0122866.952941604435
2025-03-0119485.163920968193
2025-04-0120576.060856419343
2025-05-0121767.738455301685
2025-06-0121248.99157615841
2025-07-0124088.01616143608
2025-08-0123470.5445199258
2025-09-0122490.827917476
2025-10-0121545.19426571833
2025-11-0121073.724371833196
2025-12-0120589.76569828483
2026-01-0119372.707225159513
2026-02-0118238.69509490627
2026-03-0117711.780367717896
2026-04-0119046.249187662368
Annual Return Matrix
YearAnnual Return
20230.426402619930202
20240.5168965539688539
2025-0.04840245704845392
2026-0.07496522948539641
Total Factor Risk
1.3589638637726529
VTI.US Exposure
0.02175743133509998
VEA.US Exposure
0.0023346299416047264
VWO.US Exposure
0.004391708887143588
QQQ.US Exposure
0.1418174451863422
VTV.US Exposure
0.07122690068564116
IJR.US Exposure
0.008953336170064755
QUAL.US Exposure
-0.0029022554704404412
SHV.US Exposure
0.2745495800332263
TLT.US Exposure
0.0018570051784941796
LQD.US Exposure
0.0030011782996491507
HYG.US Exposure
0.06893134931003803
GLD.US Exposure
0.0039654396492418715
USO.US Exposure
-0.0003930803222489472
VNQ.US Exposure
0.0931565354671097
BTC-USD.CC Exposure
0.02726445816515885
CPER.US Exposure
-0.001078455778059557
VIX.INDX Exposure
-0.005341924654416325
UUP.US Exposure
0.0409937992392079
TIP.US Exposure
0.04878824405001508
Idiosyncratic Exposure
0.19672667462712765
Value Score
38.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
135.9%

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 →28.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.86%
Market Cap$101.4B
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
$197
Avg Yield on Cost
1.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$196.731.97%Solid

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 →
+3.8%
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 →
-9.3%
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 →
21.9% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brookfield Asset Management Ltd a high-risk investment?

Brookfield Asset Management Ltd (BAM.TO) has an annualized volatility of 135.9% and experienced a maximum drawdown of 26.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BAM.TO?

Over the past 10 years, BAM.TO has generated a Compound Annual Growth Rate (CAGR) of 21.3%. 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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