Abacus Group

10-Year Study

ABG.AU · Real Estate · AU · Common Stock

Executive Summary: Abacus Group has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 40.3% and an annualized volatility of 27.9%.

1Y CAGR
-11.3%
3Y CAGR
+2.3%
5Y CAGR
+3.4%
10Y CAGR
+7.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.5-6.5-6.0-1.5————————-17.4%
20254.50.9-6.04.65.3-3.27.61.70.8-2.80.04.418.2%
2024-5.22.811.6-7.2-2.25.5-4.810.91.2-2.00.0-5.72.9%
20236.11.8-8.42.3-3.412.8-1.1-5.2-11.8-8.113.09.94.0%
2022-9.52.3-5.7-0.6-10.9-5.414.0-7.2-8.512.5-1.82.9-19.5%
20211.5-0.73.77.8-0.710.80.610.81.40.60.610.957.1%
20205.3-1.9-37.18.12.011.40.43.34.7-4.813.0-7.3-13.5%
201912.5-1.93.01.31.612.21.2-4.3-1.3-0.5-0.8-1.622.1%
2018-7.3-5.00.94.36.13.4-0.8-6.9-2.0-3.8-3.49.6-6.3%
2017-0.610.34.56.51.5-7.42.014.85.90.59.2-0.754.9%
2016———6.43.5-4.06.8-4.7-4.3-3.16.41.47.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.5% of variance. Idiosyncratic stock-specific factors contribute 31.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110638.20518405576
2016-05-0111006.316706599868
2016-06-0110570.681768677847
2016-07-0111291.657590938792
2016-08-0110758.004791984316
2016-09-0110294.053583097364
2016-10-019973.861903724677
2016-11-0110614.24526247005
2016-12-0110758.004791984316
2017-01-0110690.481376606404
2017-02-0111794.815944238728
2017-03-0112328.468743193202
2017-04-0113125.680679590503
2017-05-0113317.360052276192
2017-06-0112328.468743193202
2017-07-0112581.137007187977
2017-08-0114441.29819211501
2017-09-0115290.786321062948
2017-10-0115371.378784578523
2017-11-0116787.192332825092
2017-12-0116665.214550206925
2018-01-0115443.258549335656
2018-02-0114674.36288390329
2018-03-0114802.875190590286
2018-04-0115443.258549335656
2018-05-0116382.051840557611
2018-06-0116941.84273578741
2018-07-0116806.79590503158
2018-08-0115639.294271400566
2018-09-0115323.4589414071
2018-10-0114739.70812459159
2018-11-0114245.262470050098
2018-12-0115619.690699194072
2019-01-0117577.869745153563
2019-02-0117244.60901764321
2019-03-0117769.54911783925
2019-04-0118009.14833369636
2019-05-0118294.489218035287
2019-06-0120529.296449575253
2019-07-0120779.786538880417
2019-08-0119878.022217381833
2019-09-0119627.532128076673
2019-10-0119527.336092354606
2019-11-0119377.04203877151
2019-12-0119074.275756915704
2020-01-0120080.592463515575
2020-02-0119708.124591592248
2020-03-0112398.170333260727
2020-04-0113404.487039860594
2020-05-0113670.22435199303
2020-06-0115229.797429753866
2020-07-0115286.429971683729
2020-08-0115796.122849052492
2020-09-0116536.70224351993
2020-10-0115739.490307122633
2020-11-0117786.97451535613
2020-12-0116490.96057503812
2021-01-0116730.55979089523
2021-02-0116608.582008277062
2021-03-0117220.649096057503
2021-04-0118568.93922892616
2021-05-0118446.961446307992
2021-06-0120439.991287301244
2021-07-0120568.50359398824
2021-08-0122781.52907863211
2021-09-0123106.07710738401
2021-10-0123236.76758876062
2021-11-0123367.458070137225
2021-12-0125902.85340884339
2022-01-0123441.516009583967
2022-02-0123988.237856676104
2022-03-0122622.522326290567
2022-04-0122485.29732084513
2022-05-0120023.959921585712
2022-06-0118934.872576780657
2022-07-0121587.889348725766
2022-08-0120039.20714441298
2022-09-0118344.587235896317
2022-10-0120629.49248529732
2022-11-0120261.380962753214
2022-12-0120845.13177956872
2023-01-0122112.829448921806
2023-02-0122509.257242430846
2023-03-0120607.71073840122
2023-04-0121082.552820736226
2023-05-0120368.11152254411
2023-06-0122973.208451317794
2023-07-0122716.1838379438
2023-08-0121535.613156175124
2023-09-0118991.50511871052
2023-10-0117447.179263776954
2023-11-0119719.015465040295
2023-12-0121672.83816162056
2024-01-0120542.365497712915
2024-02-0121108.690917011543
2024-03-0123559.13744282291
2024-04-0121862.339359616642
2024-05-0121391.85362666086
2024-06-0122574.602483119146
2024-07-0121498.584186451753
2024-08-0123844.478327161836
2024-09-0124138.531910259204
2024-10-0123648.44260509693
2024-11-0123648.44260509693
2024-12-0122295.796122849053
2025-01-0123308.64735351775
2025-02-0123511.21759965149
2025-03-0122093.22587671531
2025-04-0123106.07710738401
2025-05-0124321.498584186455
2025-06-0123552.60291875408
2025-07-0125340.88433892398
2025-08-0125761.272054018733
2025-09-0125970.3768242213
2025-10-0125234.153779133085
2025-11-0125234.153779133085
2025-12-0126355.91374428229
2026-01-0125157.91766499673
2026-02-0123524.28664778915
2026-03-0122108.47309954258
2026-04-0121781.746896101067
Annual Return Matrix
YearAnnual Return
20170.5490990078963354
2018-0.06273689713762909
20190.2211685957328129
2020-0.13543450953522895
20210.5707304187029456
2022-0.19525731584258332
20230.03970741901776398
20240.028743718592964873
20250.18210238374364973
2026-0.17355371900826444
Total Factor Risk
0.2792134917184452
VTI.US Exposure
0.6350923653276893
VEA.US Exposure
0.03773986110925753
VWO.US Exposure
-0.014746360842515717
QQQ.US Exposure
-0.06742612971465808
VTV.US Exposure
-0.0527773067266908
IJR.US Exposure
-0.010066990432847778
QUAL.US Exposure
-0.054804713895992486
SHV.US Exposure
0.13024160618321912
TLT.US Exposure
0.014158786168256873
LQD.US Exposure
-0.00849365857485905
HYG.US Exposure
0.0003716389839555891
GLD.US Exposure
0.0012189575713626036
USO.US Exposure
0.000244367559300011
VNQ.US Exposure
0.03968660564511849
BTC-USD.CC Exposure
0.003076092964279527
CPER.US Exposure
-0.005662311532139179
VIX.INDX Exposure
0.006123397540268787
UUP.US Exposure
0.024665483133845263
TIP.US Exposure
0.0031069631132744514
Idiosyncratic Exposure
0.31825134641987574
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.50%
Market Cap$884.7M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$926
Avg Yield on Cost
9.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$925.729.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-12.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
20.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abacus Group a high-risk investment?

Abacus Group (ABG.AU) has an annualized volatility of 27.9% and experienced a maximum drawdown of 40.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ABG.AU?

Over the past 10 years, ABG.AU has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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