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S&P/ASX All Australian 50 Index (^AXAF)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of A$10,000 in S&P/ASX All Australian 50 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
31.39%
386.98%
^AXAF (S&P/ASX All Australian 50 Index)
Benchmark (^GSPC)

Returns By Period

S&P/ASX All Australian 50 Index (^AXAF) returned -0.26% year-to-date (YTD) and 4.36% over the past 12 months. Over the past 10 years, ^AXAF returned 3.49% annually, underperforming the S&P 500 benchmark at 10.43%.


^AXAF

YTD

-0.26%

1M

8.59%

6M

-1.07%

1Y

4.36%

5Y*

8.76%

10Y*

3.49%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.17%-4.24%-4.07%3.97%0.24%-0.26%
20241.69%0.21%2.01%-3.26%0.57%1.47%4.03%-0.13%2.04%-1.49%3.30%-3.06%7.32%
20236.36%-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%
20210.92%1.84%1.57%3.19%2.56%1.61%1.17%1.17%-2.87%-0.03%-1.45%2.47%12.67%
20205.14%-7.77%-20.80%7.24%2.96%2.82%0.14%1.09%-4.26%1.40%10.82%0.62%-4.45%
20193.59%5.21%0.43%2.11%1.76%3.94%2.67%-2.88%1.38%-0.37%2.65%-2.61%19.01%
2018-0.38%-0.43%-4.49%4.08%0.32%3.38%1.65%0.18%-1.85%-5.40%-2.74%0.36%-5.61%
2017-0.67%1.69%2.71%0.97%-4.15%-0.45%0.20%-0.36%-0.66%3.51%0.48%1.28%4.42%
2016-5.73%-3.27%4.04%3.53%1.89%-2.82%5.78%-2.60%0.33%-1.55%2.76%4.25%6.03%
20153.39%6.01%-0.64%-1.99%-0.73%-4.81%4.44%-9.21%-3.80%3.76%-1.62%2.45%-3.80%
2014-2.97%3.79%-0.08%1.97%-0.06%-1.74%4.33%-0.34%-5.82%4.73%-5.01%2.62%0.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^AXAF is 58, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^AXAF is 5858
Overall Rank
The Sharpe Ratio Rank of ^AXAF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AXAF is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ^AXAF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^AXAF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^AXAF is 6565
Martin 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 S&P/ASX All Australian 50 Index (^AXAF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P/ASX All Australian 50 Index Sharpe ratio is 0.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P/ASX All Australian 50 Index 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.40
0.71
^AXAF (S&P/ASX All Australian 50 Index)
Benchmark (^GSPC)

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.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.61%
-9.55%
^AXAF (S&P/ASX All Australian 50 Index)
Benchmark (^GSPC)

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 4.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.77%Nov 2, 2007339Mar 6, 20092706Jul 5, 20193045
-35.42%Feb 21, 202022Mar 23, 2020305Jun 4, 2021327
-14.52%Aug 16, 2021287Oct 3, 202285Feb 3, 2023372
-13.96%Feb 17, 202536Apr 7, 2025
-10.84%Jul 25, 200718Aug 17, 200724Sep 20, 200742

Volatility

Volatility Chart

The current S&P/ASX All Australian 50 Index volatility is 5.55%, 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%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.55%
10.01%
^AXAF (S&P/ASX All Australian 50 Index)
Benchmark (^GSPC)