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All Ordinaries (^AORD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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Returns By Period

All Ordinaries (^AORD) returned 1.33% year-to-date (YTD) and 6.35% over the past 12 months. Over the past 10 years, ^AORD returned 4.05% annually, underperforming the S&P 500 benchmark at 10.69%.


^AORD

YTD

1.33%

1M

8.64%

6M

0.16%

1Y

6.35%

5Y*

9.10%

10Y*

4.05%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.38%-4.39%-4.17%3.57%2.29%1.33%
20241.06%0.59%2.44%-2.72%0.49%0.54%3.83%-0.04%2.67%-1.36%3.29%-3.20%7.55%
20236.43%-2.97%-1.14%1.73%-3.03%1.76%2.98%-1.37%-3.57%-3.89%4.74%7.29%8.42%
2022-6.57%0.76%6.37%-0.83%-3.49%-9.51%6.33%0.73%-7.58%5.63%6.04%-3.46%-7.17%
20210.30%1.01%1.10%3.90%1.59%2.41%1.04%2.08%-2.47%0.12%-0.68%2.53%13.56%
20204.69%-8.56%-21.51%9.53%4.90%2.20%0.95%3.10%-3.79%2.06%9.93%1.61%0.71%
20193.99%5.31%0.14%2.50%1.14%3.19%2.95%-2.88%1.53%-0.41%2.59%-2.10%19.14%
2018-0.34%-0.48%-4.06%3.45%0.85%2.71%1.22%0.97%-1.59%-6.52%-2.77%-0.69%-7.42%
2017-0.77%1.52%2.48%0.74%-3.13%0.05%0.17%0.04%-0.54%4.03%1.35%1.82%7.84%
2016-5.39%-2.15%4.12%3.19%2.48%-2.52%6.28%-2.03%-0.08%-2.22%1.85%3.94%7.01%
20153.02%6.25%-0.62%-1.50%0.02%-5.61%4.23%-8.09%-3.13%4.55%-1.33%2.42%-0.82%
2014-2.76%4.04%-0.23%1.25%0.05%-1.68%4.48%0.03%-5.83%3.93%-3.76%1.71%0.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^AORD is 51, 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 ^AORD is 5151
Overall Rank
The Sharpe Ratio Rank of ^AORD is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AORD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ^AORD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ^AORD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ^AORD is 5858
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 All Ordinaries (^AORD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

All Ordinaries Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.47
  • 5-Year: 0.69
  • 10-Year: 0.27
  • All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of All Ordinaries compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 All Ordinaries. 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 All Ordinaries was 54.60%, occurring on Mar 6, 2009. Recovery took 2630 trading sessions.

The current All Ordinaries drawdown is 3.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.6%Nov 2, 2007339Mar 6, 20092630Jul 24, 20192969
-50.08%Sep 22, 198737Nov 11, 19871623Jan 31, 19941660
-37.09%Feb 21, 202022Mar 23, 2020268Apr 14, 2021290
-25.59%Jan 5, 1982128Jul 8, 1982200Apr 22, 1983328
-22.29%Mar 8, 2002265Mar 13, 2003275Apr 1, 2004540

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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