Highlights
- Avg. Volume (1M)
- 231K
- Avg. Volume Value (1M)
- A$2.00B
Share Price Chart
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Performance
^AFLI Performance Chart
S&P/ASX 50 (^AFLI) is up 6.0% since the beginning of the year. ^AFLI is currently trading at A$8,837 per share. Investors who bought A$1,000 worth of ^AFLI shares 5 years ago would now be looking at an investment worth A$1,237.
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Returns By Period
S&P/ASX 50 (^AFLI) has returned 5.95% so far this year and 4.45% over the past 12 months. Over the last ten years, ^AFLI has returned 4.90% per year, falling short of the S&P 500 Index benchmark, which averaged 14.16% annually.
S&P/ASX 50
- 1D
- -0.06%
- 1M
- 3.74%
- 6M
- 4.20%
- YTD
- 5.95%
- 1Y
- 4.45%
- 3Y*
- 6.75%
- 5Y*
- 4.34%
- 10Y*
- 4.90%
- ALL TIME*
- 4.05%
Benchmark (S&P 500 Index)
- 1D
- 0.74%
- 1M
- -1.38%
- 6M
- 7.03%
- YTD
- 3.96%
- 1Y
- 10.62%
- 3Y*
- 15.56%
- 5Y*
- 12.25%
- 10Y*
- 14.16%
- ALL TIME*
- 10.01%
^AFLI Monthly Returns History
Based on dividend-adjusted daily data since Mar 6, 2013, ^AFLI's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -20.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^AFLI closed higher 54% of trading days. The best single day was Mar 30, 2020 with a return of +7.3%, while the worst single day was Mar 16, 2020 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.68% | 5.13% | -6.97% | 2.00% | 0.61% | 0.73% | 3.07% | 5.95% | |||||
| 2025 | 4.28% | -4.26% | -3.91% | 3.88% | 3.22% | 1.47% | 2.10% | 1.59% | -2.02% | 0.12% | -3.73% | 1.70% | 3.98% |
| 2024 | 1.62% | -0.36% | 2.30% | -3.03% | 0.51% | 1.46% | 4.21% | 0.04% | 2.00% | -1.41% | 3.21% | -3.08% | 7.44% |
| 2023 | 6.30% | -2.78% | -0.86% | 1.47% | -3.35% | 1.91% | 2.57% | -1.35% | -3.15% | -3.08% | 4.16% | 7.12% | 8.52% |
| 2022 | -5.57% | 1.60% | 6.64% | -0.62% | -2.49% | -8.28% | 4.72% | 0.19% | -6.69% | 5.71% | 6.42% | -3.16% | -3.01% |
| 2021 | 0.69% | 1.49% | 1.75% | 3.19% | 2.40% | 1.75% | 1.25% | 1.36% | -3.03% | -0.08% | -1.36% | 2.47% | 12.37% |
Benchmark Metrics
S&P/ASX 50 has an annualized alpha of 0.75%, beta of 0.20, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since March 06, 2013.
- This index participated in 76.85% of S&P 500 Index downside but only 38.94% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.20 may look defensive, but with R2 of 0.04 this index 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 index's risk.
- R2 of 0.04 means this index 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
- 0.75%
- Beta
- 0.20
- R²
- 0.04
- Upside Capture
- 38.94%
- Downside Capture
- 76.85%
Return for Risk
Risk / Return Rank
^AFLI ranks 13 for risk / return — above 13% of indices peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for S&P/ASX 50 (^AFLI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^AFLI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.15 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.70 | -0.28 |
| Martin ratioReturn relative to average drawdown | 0.83 | 1.92 | -1.10 |
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 S&P/ASX 50. 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 S&P/ASX 50 was 35.46%, occurring on Mar 23, 2020. Recovery took 311 trading sessions.
The current S&P/ASX 50 drawdown is 0.89%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.46%Mar 2020 | 1mo 1d | 1y 2mo | 1y 3moFeb 2020 - Jun 2021 | COVID crash2020 |
-21.98%Feb 2016 | 10mo 26d | 2y 5mo | 3y 4moMar 2015 - Aug 2018 | — |
-14.59%Jun 2022 | 10mo 8d | 7mo 18d | 1y 5moAug 2021 - Feb 2023 | Bear market2022 |
-13.79%Apr 2025 | 1mo 19d | 2mo 4d | 3mo 23dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-13.15%Dec 2018 | 4mo 2d | 4mo 3d | 8mo 5dAug 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| ^AFLI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.46% | -40.25% | +4.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -11.69% | +3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.79% | -17.74% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -22.01% | +7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.46% | -24.71% | -10.75% |
Current DrawdownCurrent decline from peak | -0.89% | -2.12% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -10.71% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 4.22% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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