Brookfield Asset Management Inc

10-Year Study

BAM.US · Financial Services · US · Common Stock

Executive Summary: Brookfield Asset Management Inc has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 35.2% and an annualized volatility of 54.8%.

1Y CAGR
-13.2%
3Y CAGR
+20.7%
5Y CAGR
+20.9%
10Y CAGR
+3.9%

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 →
35.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +45.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.1-6.0-4.99.2————————-7.4%
202510.4-4.7-14.410.16.0-1.511.6-1.7-5.4-5.1-1.6-0.7-0.2%
20240.02.33.1-9.13.7-3.014.7-5.716.012.28.5-5.239.7%
202313.94.0-2.72.5-8.16.93.33.4-3.5-14.023.314.745.6%
2022———————————-35.2-35.2%

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 54.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.0% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2022-12-016484.9581088040595
2023-01-017385.210586476744
2023-02-017676.979311904133
2023-03-017471.480071849367
2023-04-017661.001620379093
2023-05-017042.242906131062
2023-06-017529.110298828051
2023-07-017780.63332956501
2023-08-018046.7774553767695
2023-09-017764.9571039178
2023-10-016677.318461016694
2023-11-018235.419728429488
2023-12-019443.820577558377
2024-01-019448.518420821243
2024-02-019669.91998593159
2024-03-019971.285375136602
2024-04-019062.415997789249
2024-05-019401.916820539875
2024-06-019116.80546658125
2024-07-0110453.781512605043
2024-08-019857.482006255415
2024-09-0111436.711007272865
2024-10-0112827.297735237593
2024-11-0113916.04175302408
2024-12-0113192.97584504654
2025-01-0114566.077552097073
2025-02-0113883.006117245104
2025-03-0111888.156159324713
2025-04-0113085.553503912775
2025-05-0113874.213362475035
2025-06-0113671.427315320747
2025-07-0115251.761691223574
2025-08-0114986.346107949907
2025-09-0114184.220773511199
2025-10-0113466.807350742987
2025-11-0113249.425330670383
2025-12-0113161.497782969689
2026-01-0112488.223989147227
2026-02-0111744.608157164212
2026-03-0111166.798557988217
2026-04-0112189.270326964866
Annual Return Matrix
YearAnnual Return
2022-0.351504189119594
20230.4562654714357104
20240.3969956054012067
2025-0.0023859713264515747
2026-0.07386905898072149
Total Factor Risk
0.5476781138958293
VTI.US Exposure
0.439830354217437
VEA.US Exposure
0.002940595228219758
VWO.US Exposure
-0.01621217009876461
QQQ.US Exposure
-0.057986073913004886
VTV.US Exposure
-0.07495320351896155
IJR.US Exposure
0.03953888803990282
QUAL.US Exposure
-0.05127137880316712
SHV.US Exposure
0.42873342223957206
TLT.US Exposure
-0.01621923242275919
LQD.US Exposure
-0.016235092953292944
HYG.US Exposure
0.19962567769989426
GLD.US Exposure
0.006766110811325617
USO.US Exposure
0.0009545300711570669
VNQ.US Exposure
0.022221239381081028
BTC-USD.CC Exposure
0.005217450542027978
CPER.US Exposure
0.0016333008250791585
VIX.INDX Exposure
-0.02209394362441584
UUP.US Exposure
-0.0021193931022959835
TIP.US Exposure
0.0490300643948838
Idiosyncratic Exposure
0.06059885498608162
Value Score
38.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.8%

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 →3.97%
Market Cap$72.8B
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
$126
Avg Yield on Cost
1.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$126.111.26%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 →
+4.1%
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 →
-8.9%
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 →
22.0% 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 Inc a high-risk investment?

Brookfield Asset Management Inc (BAM.US) has an annualized volatility of 54.8% and experienced a maximum drawdown of 35.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BAM.US has generated a Compound Annual Growth Rate (CAGR) of 3.9%. It has had a positive return in 40% 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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