BHMINESLTD FPO [BHM]

10-Year Study

BHM.AU · Basic Materials · AU · Common Stock

Executive Summary: BHMINESLTD FPO [BHM] has compounded at 45.9% annually over the last 10 years, with a maximum drawdown of 86.7% and an annualized volatility of 706.3%.

1Y CAGR
+324.0%
3Y CAGR
+111.3%
5Y CAGR
+46.7%
10Y CAGR
+45.9%

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 →
86.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
169.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +457.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -62.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.0-0.4-40.317.0————————-32.5%
20250.00.00.00.00.033.342.933.767.3-6.14.833.0457.1%
2024-11.7-15.1-8.92.483.3-2.6-16.011.10.00.0200.00.0250.0%
2023-5.557.0-22.2-8.6-7.3-9.0-2.56.3-33.3-3.611.10.0-34.1%
2022-11.533.6-48.429.8-25.40.0287.5-3.2-30.04.8-4.5-13.334.4%
2021-19.712.5-22.4-16.914.38.3-3.8-23.6-5.7-1.10.0-23.9-62.4%
20200.0158.0-27.65.80.089.322.4-21.3-13.5-3.7-19.913.7173.4%
2019————-32.60.00.085.259.113.4-26.8-28.817.4%

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 706.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.9% of variance. Idiosyncratic stock-specific factors contribute 33.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-016736.76710255862
2019-06-016736.76710255862
2019-07-016736.76710255862
2019-08-0112475.49497862589
2019-09-0119853.859201019153
2019-10-0122509.358538985052
2019-11-0116485.475649739845
2019-12-0111741.22304384576
2020-01-0111741.22304384576
2020-02-0130297.630852070382
2020-03-0121930.137293981184
2020-04-0123200.85635868432
2020-05-0123204.420315002484
2020-06-0143931.56433714628
2020-07-0153792.55078687548
2020-08-0142343.61199669656
2020-09-0136624.489863936935
2020-10-0135259.314006129236
2020-11-0128226.6986935856
2020-12-0132097.66515050246
2021-01-0125774.372750659226
2021-02-0128998.396153264195
2021-03-0122514.7044734623
2021-04-0118713.241804012545
2021-05-0121386.56225142185
2021-06-0123168.775440410525
2021-07-0122277.66950984248
2021-08-0117016.575517333025
2021-09-0116039.922684455818
2021-10-0115861.700967201177
2021-11-0115861.700967201177
2021-12-0112065.585560081247
2022-01-0110675.459352341231
2022-02-0114257.708167614564
2022-03-017360.541785097284
2022-04-019552.664392630604
2022-05-017128.854083807282
2022-06-017128.854083807282
2022-07-0127624.31019220467
2022-08-0126733.20341181097
2022-09-0118713.242388267678
2022-10-0119604.349168661378
2022-11-0118713.242388267678
2022-12-0116218.14340316532
2023-01-0115327.036622771622
2023-02-0124059.883070629872
2023-03-0118713.242388267678
2023-04-0117109.250183559023
2023-05-0115861.70069100784
2023-06-0114435.929842377924
2023-07-0114079.487130220445
2023-08-0114970.593910614145
2023-09-019980.39594040943
2023-10-019623.953228251949
2023-11-0110693.281364724387
2023-12-0110693.281364724387
2024-01-019445.731872173208
2024-02-018019.96102354329
2024-03-017307.075599228332
2024-04-017485.2969553070725
2024-05-0113723.044418062964
2024-06-0113366.601705905485
2024-07-0111227.945432960607
2024-08-0112475.494925511788
2024-09-0112475.494925511788
2024-10-0112475.494925511788
2024-11-0137426.484776535355
2024-12-0137426.484776535355
2025-01-0137426.484776535355
2025-02-0137426.484776535355
2025-03-0137426.484776535355
2025-04-0137426.484776535355
2025-05-0137426.484776535355
2025-06-0149901.97970204715
2025-07-0171288.54243149592
2025-08-0195348.4255021258
2025-09-01159508.11369047212
2025-10-01149705.93910614142
2025-11-01156834.79334929102
2025-12-01208518.98661212556
2026-01-01202281.23914936968
2026-02-01201390.13236897596
2026-03-01120299.41535314936
2026-04-01140794.87130220444
Annual Return Matrix
YearAnnual Return
20201.733758232054596
2021-0.6240977185254122
20220.3441654632016147
2023-0.34065934065934067
20242.5
20254.571428571428571
2026-0.32478632478632474
Total Factor Risk
7.062773510124826
VTI.US Exposure
0.012380306165103125
VEA.US Exposure
0.010154431951771124
VWO.US Exposure
0.017776466578370988
QQQ.US Exposure
0.15416484469022781
VTV.US Exposure
0.05394687903670779
IJR.US Exposure
0.0008752202494724669
QUAL.US Exposure
-0.002200729852301523
SHV.US Exposure
0.2791935837744111
TLT.US Exposure
-0.0033831026040082148
LQD.US Exposure
0.060279407564423196
HYG.US Exposure
0.0015902348444155558
GLD.US Exposure
0.006476666972162978
USO.US Exposure
-0.00044906796261930804
VNQ.US Exposure
0.015994505349148237
BTC-USD.CC Exposure
0.011108441618657861
CPER.US Exposure
0.0004989042791549951
VIX.INDX Exposure
-0.009598056977113793
UUP.US Exposure
0.002463223264043931
TIP.US Exposure
0.058453365836088234
Idiosyncratic Exposure
0.3302744752218834
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
706.3%

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$221.8M
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 →
-10.5%
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 →
-12.4%
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 →
98.1% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BHMINESLTD FPO [BHM] a high-risk investment?

BHMINESLTD FPO [BHM] (BHM.AU) has an annualized volatility of 706.3% and experienced a maximum drawdown of 86.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BHM.AU has generated a Compound Annual Growth Rate (CAGR) of 45.9%. It has had a positive return in 57% 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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