BCI Minerals Ltd

10-Year Study

BCI.AU · Basic Materials · AU · Common Stock

Executive Summary: BCI Minerals Ltd has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 61.9% and an annualized volatility of 40.4%.

1Y CAGR
+35.6%
3Y CAGR
+23.4%
5Y CAGR
+0.3%
10Y CAGR
+13.7%

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 →
61.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +74.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.8-3.6-2.50.0————————1.3%
20253.8-9.30.012.27.315.31.5-1.422.1-7.2-2.62.748.1%
2024-3.5-5.2-6.0-2.12.2-6.415.9-2.016.08.6-11.1-7.1-4.8%
20237.4-8.6-7.6-6.1-4.49.112.57.4-8.65.7-5.47.65.6%
2022-9.3-7.720.8-5.7-9.8-28.4-5.7-2.0-8.1-4.513.910.2-37.2%
2021-1.76.8-1.64.823.136.33.7-14.2-19.629.5-3.9-11.343.3%
2020-5.7-12.1-24.127.321.40.011.739.5-7.6-2.12.125.074.9%
20190.014.30.09.35.7-2.722.2-18.22.8-5.4-2.82.924.9%
2018-5.93.1-12.10.03.4-10.03.7-3.6-3.73.80.03.7-17.6%
201753.1-2.0-25.0-22.2-7.17.739.2-10.3-14.2-6.77.113.36.3%
2016———9.1-25.1-18.536.4-3.458.7-21.79.7-5.912.7%

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 40.4%. The dominant macroeconomic risk driver is QUAL.US, accounting for 25.3% of variance. Idiosyncratic stock-specific factors contribute 44.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110913.85767790262
2016-05-018179.775280898876
2016-06-016666.666666666666
2016-07-019093.632958801498
2016-08-018786.516853932584
2016-09-0113940.07490636704
2016-10-0110913.85767790262
2016-11-0111970.03745318352
2016-12-0111265.917602996255
2017-01-0117243.445692883895
2017-02-0116891.38576779026
2017-03-0112666.666666666666
2017-04-019857.677902621723
2017-05-019153.558052434457
2017-06-019857.677902621723
2017-07-0113722.846441947564
2017-08-0112314.606741573034
2017-09-0110561.797752808989
2017-10-019857.677902621723
2017-11-0110561.797752808989
2017-12-0111970.03745318352
2018-01-0111265.917602996255
2018-02-0111617.977528089887
2018-03-0110209.737827715355
2018-04-0110209.737827715355
2018-05-0110561.797752808989
2018-06-019505.61797752809
2018-07-019857.677902621723
2018-08-019505.61797752809
2018-09-019153.558052434457
2018-10-019505.61797752809
2018-11-019505.61797752809
2018-12-019857.677902621723
2019-01-019857.677902621723
2019-02-0111265.917602996255
2019-03-0111265.917602996255
2019-04-0112314.606741573034
2019-05-0113018.726591760298
2019-06-0112666.666666666666
2019-07-0115483.14606741573
2019-08-0112666.666666666666
2019-09-0113018.726591760298
2019-10-0112314.606741573034
2019-11-0111970.03745318352
2019-12-0112314.606741573034
2020-01-0111617.977528089887
2020-02-0110209.737827715355
2020-03-017745.318352059926
2020-04-019857.677902621723
2020-05-0111970.03745318352
2020-06-0111970.03745318352
2020-07-0113370.786516853932
2020-08-0118651.685393258427
2020-09-0117228.464419475655
2020-10-0116868.913857677904
2020-11-0117228.464419475655
2020-12-0121543.07116104869
2021-01-0121183.520599250936
2021-02-0122614.232209737827
2021-03-0122254.68164794007
2021-04-0123333.333333333332
2021-05-0128719.10112359551
2021-06-0139131.08614232209
2021-07-0140569.2883895131
2021-08-0134823.97003745318
2021-09-0128000
2021-10-0136254.68164794007
2021-11-0134823.97003745318
2021-12-0130876.404494382023
2022-01-0128000
2022-02-0125850.187265917604
2022-03-0131228.46441947565
2022-04-0129438.202247191013
2022-05-0126561.79775280899
2022-06-0119026.21722846442
2022-07-0117947.56554307116
2022-08-0117588.01498127341
2022-09-0116157.303370786516
2022-10-0115438.202247191011
2022-11-0117588.01498127341
2022-12-0119385.76779026217
2023-01-0120823.970037453186
2023-02-0119026.21722846442
2023-03-0117588.01498127341
2023-04-0116516.85393258427
2023-05-0115797.752808988764
2023-06-0117228.464419475655
2023-07-0119385.76779026217
2023-08-0120823.970037453186
2023-09-0119026.21722846442
2023-10-0120104.86891385768
2023-11-0119026.21722846442
2023-12-0120464.41947565543
2024-01-0119745.318352059923
2024-02-0118726.591760299623
2024-03-0117602.996254681646
2024-04-0117228.464419475655
2024-05-0117602.996254681646
2024-06-0116479.40074906367
2024-07-0119101.123595505618
2024-08-0118726.591760299623
2024-09-0121722.84644194756
2024-10-0123595.505617977527
2024-11-0120973.78277153558
2024-12-0119475.65543071161
2025-01-0120224.719101123595
2025-02-0118352.059925093632
2025-03-0118352.059925093632
2025-04-0120599.25093632959
2025-05-0122097.378277153555
2025-06-0125468.16479400749
2025-07-0125842.69662921348
2025-08-0125468.16479400749
2025-09-0131086.142322097374
2025-10-0128838.951310861423
2025-11-0128089.887640449437
2025-12-0128838.951310861423
2026-01-0131086.142322097374
2026-02-0129962.546816479404
2026-03-0129213.483146067418
2026-04-0129213.483146067418
Annual Return Matrix
YearAnnual Return
20170.0625
2018-0.17647058823529416
20190.2492401215805471
20200.7493917274939175
20210.433240611961057
2022-0.3721494420184377
20230.05564142194744992
2024-0.04831625183016097
20250.48076923076923084
20260.012987012987013102
Total Factor Risk
0.4041189946069727
VTI.US Exposure
0.0068396382969423495
VEA.US Exposure
-0.007986225969615325
VWO.US Exposure
0.04059899653488348
QQQ.US Exposure
-0.05671913356926379
VTV.US Exposure
-0.036875795046157574
IJR.US Exposure
0.045349101261915374
QUAL.US Exposure
0.2534626949556846
SHV.US Exposure
0.07298924943162145
TLT.US Exposure
-0.015947077631443363
LQD.US Exposure
0.05957588233979427
HYG.US Exposure
0.04837854658913719
GLD.US Exposure
0.03367527978487123
USO.US Exposure
0.0021425454729434427
VNQ.US Exposure
0.08652202778204775
BTC-USD.CC Exposure
0.0004707295299905258
CPER.US Exposure
0.024890036431682513
VIX.INDX Exposure
-0.016474459538572312
UUP.US Exposure
0.019744869167197067
TIP.US Exposure
-0.003912628866529182
Idiosyncratic Exposure
0.4432757230428703
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
40.4%

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 →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$1.2B
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 →
-0.0%
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 →
+2.2%
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 →
13.3% 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 →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BCI Minerals Ltd a high-risk investment?

BCI Minerals Ltd (BCI.AU) has an annualized volatility of 40.4% and experienced a maximum drawdown of 61.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, BCI.AU has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 70% 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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