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Performance
^AXAF Performance Chart
S&P/ASX All Australian 50 Index (^AXAF) is up 2.1% since the beginning of the year. ^AXAF is currently trading at A$8,508 per share. Investors who bought A$1,000 worth of ^AXAF shares 5 years ago would now be looking at an investment worth A$1,207.
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Returns By Period
S&P/ASX All Australian 50 Index (^AXAF) has returned 2.11% so far this year and 3.11% over the past 12 months. Over the last ten years, ^AXAF has returned 4.98% per year, falling short of the S&P 500 Index benchmark, which averaged 14.04% annually.
S&P/ASX All Australian 50 Index
- 1D
- 0.03%
- 1M
- -0.09%
- YTD
- 2.11%
- 6M
- 4.02%
- 1Y
- 3.11%
- 3Y*
- 6.79%
- 5Y*
- 3.83%
- 10Y*
- 4.98%
Benchmark (S&P 500 Index)
- 1D
- -0.08%
- 1M
- 5.62%
- YTD
- 3.31%
- 6M
- 1.88%
- 1Y
- 15.87%
- 3Y*
- 17.80%
- 5Y*
- 14.12%
- 10Y*
- 14.04%
^AXAF Monthly Returns History
Based on dividend-adjusted daily data since Jun 18, 2007, ^AXAF's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, an investment would double in approximately 25.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +10.8%, while the worst month was Mar 2020 at -20.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^AXAF closed higher 53% of trading days. The best single day was Mar 30, 2020 with a return of +7.4%, 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 | 1.46% | 5.16% | -6.84% | 2.20% | 0.56% | -0.04% | 2.11% | ||||||
| 2025 | 4.17% | -4.24% | -4.07% | 3.97% | 3.21% | 1.43% | 1.98% | 1.69% | -2.12% | 0.11% | -3.97% | 1.69% | 3.37% |
| 2024 | 1.69% | 0.21% | 2.01% | -3.26% | 0.57% | 1.47% | 4.03% | -0.13% | 2.04% | -1.49% | 3.30% | -3.06% | 7.32% |
| 2023 | 6.36% | -2.73% | -0.91% | 1.46% | -3.19% | 1.94% | 2.64% | -1.29% | -3.15% | -3.12% | 4.16% | 7.33% | 9.08% |
| 2022 | -5.58% | 1.72% | 6.58% | -0.42% | -2.56% | -8.26% | 4.67% | 0.34% | -6.87% | 5.62% | 6.57% | -3.10% | -2.79% |
| 2021 | 0.92% | 1.84% | 1.57% | 3.19% | 2.56% | 1.61% | 1.17% | 1.17% | -2.87% | -0.03% | -1.45% | 2.47% | 12.67% |
Benchmark Metrics
S&P/ASX All Australian 50 Index has an annualized alpha of 1.58%, beta of 0.12, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 19, 2007.
- This index participated in 61.02% of S&P 500 Index downside but only 35.55% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.12 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
- 1.58%
- Beta
- 0.12
- R²
- 0.01
- Upside Capture
- 35.55%
- Downside Capture
- 61.02%
Return for Risk
Risk / Return Rank
^AXAF ranks 21 for risk / return — below 21% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P/ASX All Australian 50 Index (^AXAF) and compare them to S&P 500 Index.
| ^AXAF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 1.59 | -1.32 |
Sortino ratioReturn per unit of downside risk | 0.46 | 2.21 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.36 | -0.99 |
Martin ratioReturn relative to average drawdown | 0.81 | 3.80 | -2.99 |
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 S&P/ASX All Australian 50 Index. 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 All Australian 50 Index was 51.77%, occurring on Mar 6, 2009. Recovery took 2706 trading sessions.
The current S&P/ASX All Australian 50 Index drawdown is 4.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -51.77%Mar 2009 | 1y 4mo | 10y 4mo | 11y 8moNov 2007 - Jul 2019 |
COVID crash2020 | -35.42%Mar 2020 | 1mo 1d | 1y 2mo | 1y 3moFeb 2020 - Jun 2021 |
Bear market2022 | -14.52%Oct 2022 | 1y 1mo | 4mo 3d | 1y 5moAug 2021 - Feb 2023 |
2025 selloff2025 | -13.96%Apr 2025 | 1mo 19d | 2mo 4d | 3mo 23dFeb 2025 - Jun 2025 |
2007 correction2007 | -10.84%Aug 2007 | 23d | 1mo 4d | 1mo 27dJul 2007 - Sep 2007 |
Drawdown Indicators
| ^AXAF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.77% | -41.25% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -11.69% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -17.74% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -14.52% | -22.01% | +7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.42% | -24.71% | -10.71% |
Current DrawdownCurrent decline from peak | -4.29% | -0.08% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -16.45% | -11.09% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 4.19% | -0.35% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^AXAF
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