Black Cat Syndicate Ltd

10-Year Study

BC8.AU · Basic Materials · AU · Common Stock

Executive Summary: Black Cat Syndicate Ltd has compounded at 19.6% annually over the last 10 years, with a maximum drawdown of 77.6% and an annualized volatility of 58.4%.

1Y CAGR
+59.4%
3Y CAGR
+52.5%
5Y CAGR
+12.2%
10Y CAGR
+19.6%

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 →
77.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +126.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.911.1-36.025.6————————0.8%
202517.724.117.02.6-17.7-4.93.911.257.0-27.84.916.4119.5%
20240.0-22.015.422.225.5-11.619.7-1.427.827.221.4-20.4126.0%
20235.66.713.7-5.5-15.12.7-4.0-37.5-6.72.416.30.0-29.6%
2022-0.8-6.76.3-10.2-15.1-33.326.7-5.3-8.3-9.11.716.4-40.8%
20217.1-10.75.29.9-8.4-12.7-3.21.7-14.85.85.53.4-14.3%
202022.6-7.9-14.333.357.528.67.4-6.9-6.2-1.3-13.37.7125.8%
20196.725.0-2.55.124.43.947.223.1-5.2-5.5-11.6-18.4106.7%
2018—31.6-10.7-10.40.0-15.0-11.8-15.60.0-2.6-16.2-3.2-47.4%

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 58.4%. The dominant macroeconomic risk driver is VTV.US, accounting for 16.9% of variance. Idiosyncratic stock-specific factors contribute 35.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-0113157.894736842107
2018-03-0111754.385964912282
2018-04-0110526.315789473683
2018-05-0110526.315789473683
2018-06-018947.368421052633
2018-07-017894.736842105264
2018-08-016666.666666666667
2018-09-016666.666666666667
2018-10-016491.228070175439
2018-11-015438.596491228071
2018-12-015263.157894736842
2019-01-015614.035087719299
2019-02-017017.543859649123
2019-03-016842.105263157896
2019-04-017192.982456140351
2019-05-018947.368421052633
2019-06-019298.24561403509
2019-07-0113684.210526315792
2019-08-0116842.105263157897
2019-09-0115964.912280701757
2019-10-0115087.719298245614
2019-11-0113333.333333333334
2019-12-0110877.192982456141
2020-01-0113333.333333333334
2020-02-0112280.701754385966
2020-03-0110526.315789473683
2020-04-0114035.087719298246
2020-05-0122105.26315789474
2020-06-0128421.05263157895
2020-07-0130526.315789473687
2020-08-0128421.05263157895
2020-09-0126666.666666666668
2020-10-0126315.789473684214
2020-11-0122807.017543859653
2020-12-0124561.40350877193
2021-01-0126315.789473684214
2021-02-0123508.771929824565
2021-03-0124736.84210526316
2021-04-0127192.982456140355
2021-05-0124912.28070175439
2021-06-0121754.385964912282
2021-07-0121052.631578947367
2021-08-0121403.508771929824
2021-09-0118245.61403508772
2021-10-0119298.24561403509
2021-11-0120350.877192982458
2021-12-0121052.631578947367
2022-01-0120877.192982456145
2022-02-0119473.68421052632
2022-03-0120701.754385964916
2022-04-0118596.49122807018
2022-05-0115789.473684210529
2022-06-0110526.315789473683
2022-07-0113333.333333333334
2022-08-0112631.578947368422
2022-09-0111578.947368421053
2022-10-0110526.315789473683
2022-11-0110701.754385964912
2022-12-0112456.140350877195
2023-01-0113157.894736842107
2023-02-0114035.087719298246
2023-03-0115964.912280701757
2023-04-0115087.719298245614
2023-05-0112807.017543859649
2023-06-0113157.894736842107
2023-07-0112631.578947368422
2023-08-017894.736842105264
2023-09-017368.42105263158
2023-10-017543.859649122807
2023-11-018771.929824561405
2023-12-018771.929824561405
2024-01-018771.929824561405
2024-02-016842.105263157896
2024-03-017894.736842105264
2024-04-019649.122807017546
2024-05-0112105.263157894737
2024-06-0110701.754385964912
2024-07-0112807.017543859649
2024-08-0112631.578947368422
2024-09-0116140.350877192985
2024-10-0120526.315789473687
2024-11-0124912.28070175439
2024-12-0119824.56140350877
2025-01-0123333.333333333336
2025-02-0128947.368421052633
2025-03-0133859.64912280702
2025-04-0134736.84210526316
2025-05-0128596.491228070176
2025-06-0127192.982456140355
2025-07-0128245.61403508772
2025-08-0131403.508771929828
2025-09-0149298.24561403509
2025-10-0135614.0350877193
2025-11-0137368.42105263158
2025-12-0143508.771929824565
2026-01-0149122.80701754386
2026-02-0154561.40350877194
2026-03-0134912.28070175439
2026-04-0143859.64912280702
Annual Return Matrix
YearAnnual Return
20191.0666666666666669
20201.258064516129032
2021-0.1428571428571428
2022-0.4083333333333333
2023-0.2957746478873239
20241.2599999999999998
20251.194690265486726
20260.008064516129032251
Total Factor Risk
0.584351632837424
VTI.US Exposure
0.07925995350360315
VEA.US Exposure
0.13293249986734512
VWO.US Exposure
0.04033297107640848
QQQ.US Exposure
0.012341779761780847
VTV.US Exposure
0.16852195483273325
IJR.US Exposure
-0.02919368397839759
QUAL.US Exposure
-0.07785374009681874
SHV.US Exposure
0.08278416924184615
TLT.US Exposure
-0.02377972807576422
LQD.US Exposure
0.037892489227753394
HYG.US Exposure
0.07452717947232834
GLD.US Exposure
0.1052734326541424
USO.US Exposure
0.010332735991437268
VNQ.US Exposure
-0.00019903785822583062
BTC-USD.CC Exposure
0.05142603636805441
CPER.US Exposure
0.03285648831711827
VIX.INDX Exposure
-0.028349759636950096
UUP.US Exposure
-0.02603772968588726
TIP.US Exposure
0.0031740743247334552
Idiosyncratic Exposure
0.3537579146927592
Value Score
29
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
58.4%

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 →52.5x
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$764.7M
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 →
-0.8%
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 →
+9.2%
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 →
21.4% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Black Cat Syndicate Ltd a high-risk investment?

Black Cat Syndicate Ltd (BC8.AU) has an annualized volatility of 58.4% and experienced a maximum drawdown of 77.6% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of BC8.AU?

Over the past 10 years, BC8.AU has generated a Compound Annual Growth Rate (CAGR) of 19.6%. It has had a positive return in 63% 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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