Bellevue Gold Ltd

10-Year Study

BGL.AU · Basic Materials · AU · Common Stock

Executive Summary: Bellevue Gold Ltd has compounded at 61.7% annually over the last 10 years, with a maximum drawdown of 58.7% and an annualized volatility of 78.2%.

1Y CAGR
+84.9%
3Y CAGR
+10.9%
5Y CAGR
+14.1%
10Y CAGR
+61.7%

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 →
58.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
86.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +1104.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -32.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.6-3.2-18.416.8————————2.1%
202511.1-6.0-2.6-20.58.8-9.1-10.06.233.12.213.228.751.6%
2024-20.615.023.2-5.39.8-8.9-23.2-7.74.323.1-21.2-12.1-32.8%
20235.8-10.920.210.5-9.2-1.214.216.6-18.04.318.3-2.048.2%
2022-8.922.71.60.0-8.3-27.332.8-2.4-9.6-1.348.62.733.7%
2021-10.7-28.08.320.5-3.24.44.7-3.0-12.41.8-7.66.3-24.6%
2020-10.325.0-33.342.549.124.7-2.80.0-0.510.715.9-14.8109.3%
201919.530.6-14.1-5.519.212.9-18.63.52.5-9.1-10.08.130.5%
2018-20.82.4-11.6-2.62.7-10.52.98.621.165.217.1-7.954.7%
201736.40.026.7-23.755.22.2-8.7114.3-11.131.3142.93.91104.5%
2016———-8.818.4-15.552.015.859.10.02.9-38.960.6%

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 78.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 15.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019124.087591240876
2016-05-0110802.919708029198
2016-06-019124.087591240876
2016-07-0113868.61313868613
2016-08-0116058.394160583939
2016-09-0125547.445255474453
2016-10-0125547.445255474453
2016-11-0126277.372262773722
2016-12-0116058.394160583939
2017-01-0121897.810218978102
2017-02-0121897.810218978102
2017-03-0127737.22627737226
2017-04-0121167.88321167883
2017-05-0132846.71532846715
2017-06-0133576.642335766424
2017-07-0130656.934306569347
2017-08-0165693.4306569343
2017-09-0158394.16058394161
2017-10-0176642.33576642335
2017-11-01186131.38686131386
2017-12-01193430.65693430655
2018-01-01153284.6715328467
2018-02-01156934.30656934305
2018-03-01138686.13138686132
2018-04-01135036.49635036496
2018-05-01138686.13138686132
2018-06-01124087.59124087592
2018-07-01127737.22627737225
2018-08-01138686.13138686132
2018-09-01167883.2116788321
2018-10-01277372.26277372264
2018-11-01324817.51824817515
2018-12-01299270.0729927007
2019-01-01357664.2335766423
2019-02-01467153.28467153286
2019-03-01401459.85401459853
2019-04-01379562.04379562044
2019-05-01452554.74452554743
2019-06-01510948.905109489
2019-07-01416058.39416058385
2019-08-01430656.9343065693
2019-09-01441605.8394160584
2019-10-01401459.85401459853
2019-11-01361313.8686131386
2019-12-01390510.94890510954
2020-01-01350364.96350364963
2020-02-01437956.204379562
2020-03-01291970.802919708
2020-04-01416058.39416058385
2020-05-01620437.9562043796
2020-06-01773722.6277372262
2020-07-01751824.8175182482
2020-08-01751824.8175182482
2020-09-01748175.1824817518
2020-10-01828467.1532846716
2020-11-01959854.01459854
2020-12-01817518.2481751825
2021-01-01729927.0072992701
2021-02-01525547.4452554744
2021-03-01569343.0656934306
2021-04-01686131.3868613138
2021-05-01664233.5766423357
2021-06-01693430.6569343065
2021-07-01726277.3722627738
2021-08-01704379.5620437956
2021-09-01616788.3211678831
2021-10-01627737.2262773722
2021-11-01580291.9708029197
2021-12-01616788.3211678831
2022-01-01562043.795620438
2022-02-01689781.0218978102
2022-03-01700729.9270072993
2022-04-01700729.9270072993
2022-05-01642335.7664233577
2022-06-01467153.28467153286
2022-07-01620437.9562043796
2022-08-01605839.4160583941
2022-09-01547445.2554744525
2022-10-01540145.9854014599
2022-11-01802919.7080291971
2022-12-01824817.518248175
2023-01-01872262.7737226277
2023-02-01777372.2627737225
2023-03-01934306.5693430657
2023-04-011032846.7153284672
2023-05-01937956.204379562
2023-06-01927007.2992700731
2023-07-011058394.1605839415
2023-08-011233576.6423357662
2023-09-011010948.905109489
2023-10-011054744.5255474453
2023-11-011248175.1824817518
2023-12-011222627.7372262774
2024-01-01970802.9197080291
2024-02-011116788.3211678832
2024-03-011375912.408759124
2024-04-011302919.708029197
2024-05-011430656.9343065692
2024-06-011302919.708029197
2024-07-011000000
2024-08-01923357.6642335765
2024-09-01963503.6496350365
2024-10-011186131.3868613138
2024-11-01934306.5693430657
2024-12-01821167.8832116787
2025-01-01912408.7591240875
2025-02-01857664.2335766423
2025-03-01835766.4233576643
2025-04-01664233.5766423357
2025-05-01722627.7372262772
2025-06-01656934.3065693431
2025-07-01591240.8759124088
2025-08-01627737.2262773722
2025-09-01835766.4233576643
2025-10-01854014.5985401459
2025-11-01967153.2846715328
2025-12-011244525.5474452553
2026-01-011375912.408759124
2026-02-011332116.7883211677
2026-03-011087591.2408759124
2026-04-011270072.99270073
Annual Return Matrix
YearAnnual Return
201711.045454545454547
20180.5471698113207546
20190.30487804878048785
20201.0934579439252339
2021-0.2455357142857144
20220.3372781065088757
20230.4823008849557524
2024-0.32835820895522394
20250.5155555555555555
20260.02052785923753664
Total Factor Risk
0.7817905598013724
VTI.US Exposure
0.1096429032752866
VEA.US Exposure
0.09631654555902525
VWO.US Exposure
-0.017856720044670794
QQQ.US Exposure
-0.029561992274030897
VTV.US Exposure
-0.022112477505794
IJR.US Exposure
0.00008131293990083065
QUAL.US Exposure
0.042032263882706804
SHV.US Exposure
0.5727283138699879
TLT.US Exposure
0.0005906665507041879
LQD.US Exposure
0.002978543556489265
HYG.US Exposure
0.007896145348436167
GLD.US Exposure
0.052959690402509745
USO.US Exposure
-0.0006561059191962039
VNQ.US Exposure
-0.010407951520324782
BTC-USD.CC Exposure
0.006337054969826112
CPER.US Exposure
0.04708047127729188
VIX.INDX Exposure
-0.005887042393636669
UUP.US Exposure
-0.008318300016062945
TIP.US Exposure
-0.0006134772428992316
Idiosyncratic Exposure
0.15677015528445093
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
78.2%

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$2.3B
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 →
+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 →
+30.8%
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 →
12.6% 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 →
1.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bellevue Gold Ltd a high-risk investment?

Bellevue Gold Ltd (BGL.AU) has an annualized volatility of 78.2% and experienced a maximum drawdown of 58.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BGL.AU has generated a Compound Annual Growth Rate (CAGR) of 61.7%. It has had a positive return in 80% 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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