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Performance
^AORD Performance Chart
All Ordinaries (^AORD) is down 1.2% since the beginning of the year. ^AORD is currently trading at A$8,912 per share. Investors who bought A$1,000 worth of ^AORD shares 5 years ago would now be looking at an investment worth A$1,181.
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Returns By Period
All Ordinaries (^AORD) has returned -1.19% so far this year and 2.54% over the past 12 months. Over the last ten years, ^AORD has returned 5.08% per year, falling short of the S&P 500 Index benchmark, which averaged 14.04% annually.
All Ordinaries
- 1D
- -1.17%
- 1M
- -0.14%
- YTD
- -1.19%
- 6M
- 0.20%
- 1Y
- 2.54%
- 3Y*
- 6.39%
- 5Y*
- 3.39%
- 10Y*
- 5.08%
Benchmark (S&P 500 Index)
- 1D
- -0.28%
- 1M
- 5.47%
- YTD
- 3.29%
- 6M
- 2.11%
- 1Y
- 14.74%
- 3Y*
- 17.79%
- 5Y*
- 14.17%
- 10Y*
- 14.04%
^AORD Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 1982, ^AORD's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 1983 with a return of +15.5%, while the worst month was Oct 1987 at -42.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^AORD closed higher 52% of trading days. The best single day was Mar 30, 2020 with a return of +6.6%, while the worst single day was Oct 20, 1987 at -25.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.62% | 2.95% | -7.97% | 2.35% | 0.87% | -0.59% | -1.19% | ||||||
| 2025 | 4.38% | -4.39% | -4.17% | 3.57% | 3.83% | 1.30% | 2.58% | 2.71% | -1.16% | 0.46% | -2.83% | 1.12% | 7.11% |
| 2024 | 1.06% | 0.59% | 2.44% | -2.72% | 0.49% | 0.54% | 3.83% | -0.04% | 2.67% | -1.36% | 3.29% | -3.20% | 7.55% |
| 2023 | 6.43% | -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% |
| 2021 | 0.30% | 1.01% | 1.10% | 3.90% | 1.59% | 2.41% | 1.04% | 2.08% | -2.47% | 0.12% | -0.68% | 2.53% | 13.56% |
Benchmark Metrics
All Ordinaries has an annualized alpha of 1.36%, beta of 0.11, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 05, 1982.
- This index participated in 70.42% of S&P 500 Index downside but only 40.29% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.11 may look defensive, but with R2 of 0.01 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 0.01 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
- 1.36%
- Beta
- 0.11
- R²
- 0.01
- Upside Capture
- 40.29%
- Downside Capture
- 70.42%
Return for Risk
Risk / Return Rank
^AORD ranks 18 for risk / return — in the bottom 18% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for All Ordinaries (^AORD) and compare them to S&P 500 Index.
| ^AORD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 1.47 | -1.34 |
Sortino ratioReturn per unit of downside risk | 0.27 | 2.07 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.27 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.27 | -1.10 |
Martin ratioReturn relative to average drawdown | 0.43 | 3.53 | -3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 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 2630 trading sessions.
The current All Ordinaries drawdown is 5.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.60%Mar 2009 | 1y 4mo | 10y 4mo | 11y 8moNov 2007 - Jul 2019 |
Black Monday1987 | -50.08%Nov 1987 | 1mo 20d | 6y 2mo | 6y 4moSep 1987 - Jan 1994 |
COVID crash2020 | -37.09%Mar 2020 | 1mo 1d | 1y 22d | 1y 1moFeb 2020 - Apr 2021 |
1982 bear market1982 | -25.59%Jul 1982 | 6mo 4d | 9mo 18d | 1y 3moJan 1982 - Apr 1983 |
2003 bear market2003 | -22.29%Mar 2003 | 1y 5d | 1y 20d | 2y 25dMar 2002 - Apr 2004 |
Drawdown Indicators
| ^AORD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -41.25% | -13.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -11.69% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -14.74% | -17.74% | +3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -22.01% | +5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.09% | -24.71% | -12.38% |
Current DrawdownCurrent decline from peak | -5.55% | -0.28% | -5.27% |
Average DrawdownAverage peak-to-trough decline | -14.29% | -11.09% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 4.19% | -0.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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