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

Share Price Chart


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Popular comparisons:
^AXAF vs. ^GSPC ^AXAF vs. VOO
Popular comparisons:
^AXAF vs. ^GSPC ^AXAF vs. VOO

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%OctoberNovemberDecember2025FebruaryMarch
28.43%
404.63%
^AXAF (S&P/ASX All Australian 50 Index)
Benchmark (^GSPC)

Returns By Period

S&P/ASX All Australian 50 Index had a return of -2.52% year-to-date (YTD) and 1.60% in the last 12 months. Over the past 10 years, S&P/ASX All Australian 50 Index had an annualized return of 2.66%, while the S&P 500 had an annualized return of 10.89%, indicating that S&P/ASX All Australian 50 Index did not perform as well as the benchmark.


^AXAF

YTD

-2.52%

1M

-3.34%

6M

-2.34%

1Y

1.60%

5Y*

8.83%

10Y*

2.66%

^GSPC (Benchmark)

YTD

-1.78%

1M

-3.93%

6M

0.76%

1Y

10.70%

5Y*

17.12%

10Y*

10.89%

*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%-2.52%
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 46, 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 4646
Overall Rank
The Sharpe Ratio Rank of ^AXAF is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AXAF is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ^AXAF is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ^AXAF is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ^AXAF is 5555
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.


Sharpe ratio
The chart of Sharpe ratio for ^AXAF, currently valued at 0.39, compared to the broader market-0.500.000.501.001.502.000.390.74
The chart of Sortino ratio for ^AXAF, currently valued at 0.59, compared to the broader market-1.000.001.002.000.591.06
The chart of Omega ratio for ^AXAF, currently valued at 1.08, compared to the broader market0.901.001.101.201.301.081.14
The chart of Calmar ratio for ^AXAF, currently valued at 0.47, compared to the broader market-0.500.000.501.001.502.002.500.471.01
The chart of Martin ratio for ^AXAF, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.001.693.53
^AXAF
^GSPC

The current S&P/ASX All Australian 50 Index Sharpe ratio is 0.39. 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 Ratio0.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.39
1.13
^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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-6.76%
-6.27%
^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 6.76%.


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
-10.84%Jul 25, 200718Aug 17, 200724Sep 20, 200742
-9.62%Feb 17, 202519Mar 13, 2025

Volatility

Volatility Chart

The current S&P/ASX All Australian 50 Index volatility is 3.56%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
3.56%
5.71%
^AXAF (S&P/ASX All Australian 50 Index)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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