Allfunds Group Ltd (ALLFG.AS)

The chart shows the growth of an initial investment of €10,000 in Allfunds Group Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Allfunds Group Ltd had a return of 1.76% year-to-date (YTD) and -22.79% in the last 12 months. Over the past 10 years, Allfunds Group Ltd had an annualized return of -28.86%, while the S&P 500 had an annualized return of 6.28%, indicating that Allfunds Group Ltd did not perform as well as the benchmark.

This table presents a comparison of risk-adjusted performance metrics for Allfunds Group Ltd (ALLFG.AS) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Allfunds Group Ltd Sharpe ratio is -0.33. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

The Drawdowns chart displays portfolio losses from any high point along the way.

The table below shows the maximum drawdowns of the Allfunds Group Ltd. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Allfunds Group Ltd is 69.50%, recorded on Apr 5, 2023. The portfolio has not recovered from it yet.

The current Allfunds Group Ltd volatility is 8.70%, 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.