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Performance
^AXAF Performance Chart
S&P/ASX All Australian 50 Index (^AXAF) is up 3.0% since the beginning of the year. ^AXAF is currently trading at A$8,580 per share. Investors who bought A$1,000 worth of ^AXAF shares 5 years ago would now be looking at an investment worth A$1,218.
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Returns By Period
S&P/ASX All Australian 50 Index (^AXAF) has returned 2.98% so far this year and 2.98% over the past 12 months. Over the last ten years, ^AXAF has returned 5.52% per year, falling short of the S&P 500 Index benchmark, which averaged 14.60% annually.
S&P/ASX All Australian 50 Index
- 1D
- 0.08%
- 1M
- 1.50%
- YTD
- 2.98%
- 6M
- 2.15%
- 1Y
- 2.98%
- 3Y*
- 7.17%
- 5Y*
- 4.02%
- 10Y*
- 5.52%
Benchmark (S&P 500 Index)
- 1D
- -0.14%
- 1M
- 1.63%
- YTD
- 3.88%
- 6M
- 3.36%
- 1Y
- 14.23%
- 3Y*
- 17.84%
- 5Y*
- 13.62%
- 10Y*
- 14.60%
^AXAF Monthly Returns History
Based on dividend-adjusted daily data since Jun 15, 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, 59% of months were positive and 41% 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% | 0.81% | 2.98% | ||||||
| 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% | 2.03% | -3.28% | 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 1.41%, beta of 0.12, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 15, 2007.
- This index participated in 67.11% of S&P 500 Index downside but only 37.82% 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
- 1.41%
- Beta
- 0.12
- R²
- 0.01
- Upside Capture
- 37.82%
- Downside Capture
- 67.11%
Return for Risk
Risk / Return Rank
^AXAF ranks 14 for risk / return — in the bottom 14% 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 S&P/ASX All Australian 50 Index (^AXAF) 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.
| ^AXAF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.22 | -0.99 |
| Martin ratioReturn relative to average drawdown | 0.48 | 3.40 | -2.92 |
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 2609 trading sessions.
The current S&P/ASX All Australian 50 Index drawdown is 3.48%.
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 | -3.48% | -0.31% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -16.36% | -11.08% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.20% | -0.25% |
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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