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All Ordinaries (^AORD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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All Ordinaries

Performance

Performance Chart

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


1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%December2024FebruaryMarchAprilMay
1,257.23%
2,399.94%
^AORD (All Ordinaries)
Benchmark (^GSPC)

S&P 500

Returns By Period

All Ordinaries had a return of 3.23% year-to-date (YTD) and 8.82% in the last 12 months. Over the past 10 years, All Ordinaries had an annualized return of 4.03%, while the S&P 500 had an annualized return of 10.99%, indicating that All Ordinaries did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.23%11.18%
1 month2.82%5.60%
6 months11.31%17.48%
1 year8.82%26.33%
5 years (annualized)4.56%13.16%
10 years (annualized)4.03%10.99%

Monthly Returns

The table below presents the monthly returns of ^AORD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.06%0.59%2.44%-2.72%3.23%
20236.43%-2.97%-1.14%1.73%-3.03%1.76%2.98%-1.37%-3.57%-3.89%4.74%7.29%8.42%
2022-6.57%0.76%6.37%-0.83%-3.49%-9.51%6.33%0.73%-7.58%5.63%6.04%-3.46%-7.17%
20210.30%1.01%1.10%3.90%1.59%2.41%1.04%2.08%-2.47%0.12%-0.68%2.53%13.56%
20204.69%-8.56%-21.51%9.53%4.90%2.20%0.95%3.10%-3.79%2.06%9.93%1.61%0.71%
20193.99%5.31%0.14%2.50%1.14%3.19%2.95%-2.88%1.53%-0.41%2.59%-2.10%19.14%
2018-0.34%-0.48%-4.06%3.45%0.85%2.71%1.22%0.97%-1.59%-6.52%-2.77%-0.69%-7.42%
2017-0.77%1.52%2.48%0.74%-3.13%0.05%0.17%0.04%-0.54%4.03%1.35%1.82%7.84%
2016-5.39%-2.15%4.12%3.19%2.48%-2.52%6.28%-2.03%-0.08%-2.22%1.85%3.94%7.01%
20153.02%6.25%-0.62%-1.51%0.02%-5.61%4.23%-8.09%-3.13%4.55%-1.33%2.42%-0.82%
2014-2.76%4.04%-0.23%1.25%0.06%-1.68%4.48%0.03%-5.83%3.93%-4.56%2.56%0.66%
20135.07%4.48%-2.74%3.79%-4.93%-2.82%5.45%1.78%1.80%3.88%-1.95%0.73%14.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^AORD is 29, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^AORD is 2929
^AORD (All Ordinaries)
The Sharpe Ratio Rank of ^AORD is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of ^AORD is 2626Sortino Ratio Rank
The Omega Ratio Rank of ^AORD is 2727Omega Ratio Rank
The Calmar Ratio Rank of ^AORD is 3636Calmar Ratio Rank
The Martin Ratio Rank of ^AORD is 3030Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for All Ordinaries (^AORD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^AORD
Sharpe ratio
The chart of Sharpe ratio for ^AORD, currently valued at 0.74, compared to the broader market-1.000.001.002.003.000.74
Sortino ratio
The chart of Sortino ratio for ^AORD, currently valued at 1.07, compared to the broader market-2.00-1.000.001.002.003.004.001.07
Omega ratio
The chart of Omega ratio for ^AORD, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.13
Calmar ratio
The chart of Calmar ratio for ^AORD, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.000.67
Martin ratio
The chart of Martin ratio for ^AORD, currently valued at 2.33, compared to the broader market0.005.0010.0015.0020.002.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.00-1.000.001.002.003.004.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.001.002.003.004.005.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.005.0010.0015.0020.009.12

Sharpe Ratio

The current All Ordinaries Sharpe ratio is 0.74. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of All Ordinaries with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.74
2.61
^AORD (All Ordinaries)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.88%
-1.95%
^AORD (All Ordinaries)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the All Ordinaries. 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 All Ordinaries was 54.60%, occurring on Mar 6, 2009. Recovery took 2719 trading sessions.

The current All Ordinaries drawdown is 0.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.6%Nov 2, 2007339Mar 6, 20092719Jul 24, 20193058
-50.09%Sep 22, 198737Nov 11, 19871575Feb 3, 19941612
-37.09%Feb 21, 202022Mar 23, 2020268Apr 14, 2021290
-25.59%Jan 5, 1982128Jul 8, 1982200Apr 22, 1983328
-22.29%Mar 8, 2002257Mar 13, 2003267Apr 1, 2004524

Volatility

Volatility Chart

The current All Ordinaries volatility is 3.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
3.83%
2.37%
^AORD (All Ordinaries)
Benchmark (^GSPC)