Bass Oil Ltd

10-Year Study

BAS.AU · Energy · AU · Common Stock

Executive Summary: Bass Oil Ltd has compounded at 2.1% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 1666.1%.

1Y CAGR
-100.0%
3Y CAGR
-91.6%
5Y CAGR
-4.4%
10Y CAGR
+2.1%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
3527077357684847104.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.215841959386525e+21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
96008.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +114688.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -99.9%
% 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.
2026-4.02.132.7-7.7————————20.0%
2025151355.8-3.7-8.810.29.4-2.07.7-69.0168.90.6-100.051.5-9.1%
2024-6.58.0-99.9114417.45.00.8-65.7201.212.5-9.112.6-99.9-99.9%
20238.3-1.712.72.8-2.5-9.4-4.9-9.73.0-11.313.216.312.6%
2022138454.2-12.2-10.3-10.8-0.1-21.525.2-7.6-11.920.426.6-3.2114688.9%
2021-33.350.0161677.8-21.2-99.993488.151.7-21.83.6-10.51.8-99.933.3%
2020-20.0-25.0-33.30.050.081644.7-99.933.3-50.050.033.3-25.0-40.0%
20190.00.00.0-33.30.025.0-20.0-25.0100.0-33.325.00.0-16.7%
201816.714.30.00.025.00.0-40.033.30.00.0-25.00.0-0.0%
20170.0100.00.0-50.0100.0-50.0100.00.075.014.3-25.00.0200.0%
2016———-25.0-11.1-49.90.00.00.099.6-38.40.0-59.0%

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 1666.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.7% of variance. Idiosyncratic stock-specific factors contribute 23.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017496.5800273597815
2016-05-016662.106703146375
2016-06-013337.8932968536255
2016-07-013337.8932968536255
2016-08-013337.8932968536255
2016-09-013337.8932968536255
2016-10-016662.106703146375
2016-11-014103.967168262654
2016-12-014103.967168262654
2017-01-014103.967168262654
2017-02-018207.934336525308
2017-03-018207.934336525308
2017-04-014103.967168262654
2017-05-018207.934336525308
2017-06-014103.967168262654
2017-07-018207.934336525308
2017-08-018207.934336525308
2017-09-0114363.885088919289
2017-10-0116415.868673050616
2017-11-0112311.90150478796
2017-12-0112311.90150478796
2018-01-0114363.885088919289
2018-02-0116415.868673050616
2018-03-0116415.868673050616
2018-04-0116415.868673050616
2018-05-0120519.835841313266
2018-06-0120519.835841313266
2018-07-0112311.90150478796
2018-08-0116415.868673050616
2018-09-0116415.868673050616
2018-10-0116415.868673050616
2018-11-0112311.90150478796
2018-12-0112311.90150478796
2019-01-0112311.90150478796
2019-02-0112311.90150478796
2019-03-0112311.90150478796
2019-04-018207.934336525308
2019-05-018207.934336525308
2019-06-0110259.917920656633
2019-07-018207.934336525308
2019-08-016155.95075239398
2019-09-0112311.90150478796
2019-10-018207.934336525308
2019-11-0110259.917920656633
2019-12-0110259.917920656633
2020-01-018207.934336525308
2020-02-016155.95075239398
2020-03-014103.967168262654
2020-04-014103.967168262654
2020-05-016155.95075239398
2020-06-015032162.333643714
2020-07-016155.95075239398
2020-08-018207.934336525308
2020-09-014103.967168262654
2020-10-016155.95075239398
2020-11-018207.934336525308
2020-12-016155.95075239398
2021-01-014103.967168262654
2021-02-016155.95075239398
2021-03-019958960.745794503
2021-04-017849181.106087284
2021-05-0110259.917920656633
2021-06-019602060.59196253
2021-07-0114569083.447332421
2021-08-0111399553.249374788
2021-09-0111805745.971512698
2021-10-0110568826.991132118
2021-11-0110757325.220695108
2021-12-018207.934336525308
2022-01-0111372441.240929056
2022-02-019982683.883646118
2022-03-018959085.279222064
2022-04-017989320.872420326
2022-05-017977473.393347619
2022-06-016259028.986605998
2022-07-017835186.229032629
2022-08-017242520.563253463
2022-09-016381899.811500726
2022-10-017685096.417177881
2022-11-019730689.470158067
2022-12-019421801.27353903
2023-01-0110204775.454081524
2023-02-0110035816.197845418
2023-03-0111313990.268107152
2023-04-0111627180.566539844
2023-05-0111335309.781388937
2023-06-0110270023.99825528
2023-07-019767405.539954899
2023-08-018821520.303081715
2023-09-019090193.971563462
2023-10-018059508.69287577
2023-11-019126625.113219798
2023-12-0110612355.243980315
2024-01-019922552.565380258
2024-02-0110719127.107090564
2024-03-018618.331053351574
2024-04-019869490.178600056
2024-05-0110360311.776929613
2024-06-0110439903.791560682
2024-07-013577291.329484306
2024-08-0110775831.981820708
2024-09-0112122810.457701884
2024-10-0111018288.086605465
2024-11-0112405676.261181707
2024-12-017523.939808481532
2025-01-0111395442.14334762
2025-02-0110977878.387910398
2025-03-0110008053.968771374
2025-04-0111031757.986170486
2025-05-0112068930.859441796
2025-06-0111826475.798349863
2025-07-0112742420.619228797
2025-08-013953488.3199083824
2025-09-0110629274.548323145
2025-10-0110697674.001127522
2025-11-014514.363885088919
2025-12-016839.945280437757
2026-01-016566.347469220246
2026-02-016703.1463748290025
2026-03-018891.928864569085
2026-04-018207.934336525308
Annual Return Matrix
YearAnnual Return
20172
20180
2019-0.16666666666666663
2020-0.4
20210.33333333333333326
20221146.8894551595054
20230.1263616091951476
2024-0.9992910207361604
2025-0.09090909090909083
20260.19999999999999996
Total Factor Risk
16.660646099139726
VTI.US Exposure
-0.009227537818327499
VEA.US Exposure
-0.0083147166192719
VWO.US Exposure
-0.0011618233777613868
QQQ.US Exposure
0.03251721584837134
VTV.US Exposure
0.12030928901540094
IJR.US Exposure
0.01927793263021637
QUAL.US Exposure
-0.00694885964958767
SHV.US Exposure
0.4369487076043722
TLT.US Exposure
0.009151477626217448
LQD.US Exposure
0.12147681966185352
HYG.US Exposure
0.02742546639682828
GLD.US Exposure
0.008126930359765428
USO.US Exposure
0.0009120387005116573
VNQ.US Exposure
-0.004744920395905293
BTC-USD.CC Exposure
0.0016346309964302022
CPER.US Exposure
0.016852839136304035
VIX.INDX Exposure
-0.004317688132012698
UUP.US Exposure
0.00845496444552032
TIP.US Exposure
0.0021092156476523413
Idiosyncratic Exposure
0.22951801792342238
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
1666.1%

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$24.2M
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 →
-2.2%
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 →
-99.9%
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 →
99.9% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bass Oil Ltd a high-risk investment?

Bass Oil Ltd (BAS.AU) has an annualized volatility of 1666.1% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAS.AU has generated a Compound Annual Growth Rate (CAGR) of 2.1%. 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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