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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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.88% | 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% |
| 2024 | 15.38% | 40.00% | 57.14% | -6.06% | -12.90% | -33.33% | -8.33% | -18.18% | 25.93% | 5.88% | -30.56% | 8.00% | 3.85% |
| 2023 | 35.42% | -21.54% | -1.96% | -22.00% | 15.38% | -24.44% | 79.41% | -31.15% | 7.14% | -8.89% | -2.44% | -35.00% | -45.83% |
| 2022 | 0.00% | -36.43% | -4.49% | 3.53% | -2.27% | -15.12% | 12.33% | -9.76% | -6.08% | -2.16% | -11.76% | -20.00% | -65.71% |
| 2021 | 8.70% | 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
- R²
- 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.
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.AX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.32 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.55 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.08 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.55 | -0.79 |
Martin ratioReturn relative to average drawdown | -0.49 | 1.55 | -2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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
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, 2011 | 3507 | Jun 10, 2025 | — | — | — |
| -97.64% | Mar 15, 2011 | 69 | Jun 23, 2011 | 27 | Aug 1, 2011 | 96 |
| -95.34% | Jun 19, 2007 | 482 | May 12, 2009 | 313 | Aug 5, 2010 | 795 |
| -42.87% | Dec 13, 2010 | 33 | Feb 1, 2011 | 29 | Mar 14, 2011 | 62 |
| -34.76% | Aug 11, 2010 | 16 | Sep 1, 2010 | 28 | Oct 11, 2010 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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