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Great Western Exploration Ltd (GTE.AX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

ISIN
AU000000GTE2
IPO Date
May 23, 2007

Share Price Chart


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Great Western Exploration Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of A$10,000 in Great Western Exploration Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

GTE.AX is traded in AUD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to AUD using the latest available exchange rates.

Returns By Period

Great Western Exploration Ltd (GTE.AX) has returned 8.82% so far this year and -15.91% over the past 12 months. Over the last ten years, GTE.AX has returned -28.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.35% annually.


Great Western Exploration Ltd

1D
2.78%
1M
-7.50%
YTD
8.82%
6M
-2.63%
1Y
-15.91%
3Y*
-28.21%
5Y*
-41.71%
10Y*
-28.48%

Benchmark (S&P 500 Index)

1D
1.99%
1M
-2.27%
YTD
-7.91%
6M
-6.62%
1Y
5.15%
3Y*
15.40%
5Y*
12.34%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2007, GTE.AX's average daily return is +3.08%, while the average monthly return is +2.76%. At this rate, your investment would double in approximately 2.1 years.

Historically, 38% of months were positive and 62% were negative. The best month was Jun 2020 with a return of +337.5%, while the worst month was Feb 2016 at -70.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, GTE.AX closed higher 25% of trading days. The best single day was Aug 1, 2011 with a return of +3,726.8%, while the worst single day was Mar 15, 2011 at -97.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.88%11.11%-7.50%8.82%
2025-11.11%25.00%-26.67%-22.73%-23.53%-15.38%9.09%50.00%5.56%-5.26%-0.00%-5.56%-37.04%
202415.38%40.00%57.14%-6.06%-12.90%-33.33%-8.33%-18.18%25.93%5.88%-30.56%8.00%3.85%
202335.42%-21.54%-1.96%-22.00%15.38%-24.44%79.41%-31.15%7.14%-8.89%-2.44%-35.00%-45.83%
20220.00%-36.43%-4.49%3.53%-2.27%-15.12%12.33%-9.76%-6.08%-2.16%-11.76%-20.00%-65.71%
20218.70%12.00%-3.57%-25.93%-17.50%-33.33%50.00%36.36%-15.56%31.58%-14.00%-34.88%-39.13%

Benchmark Metrics

Great Western Exploration Ltd has an annualized alpha of 263784.34%, beta of -1.50, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 06, 2007.

  • This stock participated in 41.61% of S&P 500 Index downside but only -90.61% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of -1.50 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
263,784.34%
Beta
-1.50
0.00
Upside Capture
-90.61%
Downside Capture
41.61%

Return for Risk

Risk / Return Rank

GTE.AX ranks 43 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GTE.AX Risk / Return Rank: 4343
Overall Rank
GTE.AX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GTE.AX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GTE.AX Omega Ratio Rank: 5757
Omega Ratio Rank
GTE.AX Calmar Ratio Rank: 3333
Calmar Ratio Rank
GTE.AX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Great Western Exploration Ltd (GTE.AX) and compare them to a chosen benchmark (S&P 500 Index).


GTE.AXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.32

-0.42

Sortino ratio

Return per unit of downside risk

1.13

0.55

+0.58

Omega ratio

Gain probability vs. loss probability

1.14

1.08

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.24

0.55

-0.79

Martin ratio

Return relative to average drawdown

-0.49

1.55

-2.05

Explore GTE.AX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Great Western Exploration Ltd doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Great Western Exploration Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Great Western Exploration Ltd was 100.00%, occurring on Jun 10, 2025. The portfolio has not yet recovered.

The current Great Western Exploration Ltd drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Aug 2, 20113507Jun 10, 2025
-97.64%Mar 15, 201169Jun 23, 201127Aug 1, 201196
-95.34%Jun 19, 2007482May 12, 2009313Aug 5, 2010795
-42.87%Dec 13, 201033Feb 1, 201129Mar 14, 201162
-34.76%Aug 11, 201016Sep 1, 201028Oct 11, 201044

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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