Acrow Ltd

10-Year Study

ACF.AU · Industrials · AU · Common Stock

Executive Summary: Acrow Ltd has compounded at 20.2% annually over the last 10 years, with a maximum drawdown of 98.7% and an annualized volatility of 39.2%.

1Y CAGR
-4.7%
3Y CAGR
+13.1%
5Y CAGR
+26.9%
10Y CAGR
+20.2%

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 →
98.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +221.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -29.4%
% 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.
20260.5-7.2-13.515.7————————-6.8%
20255.5-4.80.9-3.7-1.0-3.98.1-3.34.86.9-4.9-4.2-0.7%
20242.415.1-2.1-2.50.9-7.06.6-17.216.0-0.01.91.411.6%
20234.816.82.014.1-12.01.35.111.0-5.54.49.88.473.9%
2022-6.523.2-4.70.4-6.97.4-4.914.6-9.19.37.08.738.8%
2021-2.7-2.72.83.5-1.42.712.0-1.2-6.018.00.32.228.4%
20201.4-11.6-27.912.314.614.5-3.18.27.64.48.3-3.816.9%
2019-6.9-13.7-14.711.8-13.2-9.18.3-12.3-14.034.46.30.0-29.4%
20180.00.00.056.216.00.07.852.014.8-7.4-5.07.4221.7%
201712.5-11.1-12.50.00.0-14.40.033.40.00.00.00.00.0%
2016———-97.810.1-18.2-11.112.50.011.10.0-20.0-98.2%

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 39.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.1% of variance. Idiosyncratic stock-specific factors contribute 22.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-01222.17326997513922
2016-05-01244.51647417943798
2016-06-01199.9874122793215
2016-07-01177.8015545835038
2016-08-01199.9874122793215
2016-09-01199.9874122793215
2016-10-01222.17326997513922
2016-11-01222.17326997513922
2016-12-01177.8015545835038
2017-01-01199.9874122793215
2017-02-01177.8015545835038
2017-03-01155.61569688768606
2017-04-01155.61569688768606
2017-05-01155.61569688768606
2017-06-01133.27249268338736
2017-07-01133.27249268338736
2017-08-01177.8015545835038
2017-09-01177.8015545835038
2017-10-01177.8015545835038
2017-11-01177.8015545835038
2017-12-01177.8015545835038
2018-01-01177.8015545835038
2018-02-01177.8015545835038
2018-03-01177.8015545835038
2018-04-01277.71658746892405
2018-05-01322.2456493690405
2018-06-01322.2456493690405
2018-07-01347.2637442175158
2018-08-01527.7401894451962
2018-09-01605.6267111432796
2018-10-01560.6256097177204
2018-11-01532.6179312081065
2018-12-01571.9545583283507
2019-01-01532.6179312081065
2019-02-01459.7664977814142
2019-03-01392.26484564307515
2019-04-01438.52471913648236
2019-05-01380.7785505239639
2019-06-01346.162318658149
2019-07-01374.95672971016774
2019-08-01328.85420272524146
2019-09-01282.7516757403153
2019-10-01380.14916449003994
2019-11-01403.9084872706674
2019-12-01403.9084872706674
2020-01-01409.7303080844636
2020-02-01362.3690090316896
2020-03-01261.35255058690245
2020-04-01293.60858482550265
2020-05-01336.40683513232835
2020-06-01385.3415992699122
2020-07-01373.225918116877
2020-08-01403.7511407621865
2020-09-01434.27636340749604
2020-10-01453.3152909336942
2020-11-01491.0784529691286
2020-12-01472.19687195141137
2021-01-01459.6091512729333
2021-02-01447.0214305944551
2021-03-01459.6091512729333
2021-04-01475.50114862951193
2021-05-01469.0499417817918
2021-06-01481.795008968751
2021-07-01539.6985240897504
2021-08-01533.2473172420304
2021-09-01501.14862951191105
2021-10-01591.1508323630298
2021-11-01592.8816439563205
2021-12-01606.0987506687226
2022-01-01566.6047770399974
2022-02-01698.3038046385749
2022-03-01665.4183843660509
2022-04-01668.4079680271894
2022-05-01622.1480945337822
2022-06-01668.4079680271894
2022-07-01635.3652012461843
2022-08-01728.0422947414797
2022-09-01661.7994146709884
2022-10-01723.6365925040122
2022-11-01774.1448217264059
2022-12-01841.489127356264
2023-01-01881.9271800358749
2023-02-011029.9902445164741
2023-03-011050.1305976020392
2023-04-011198.1936620826382
2023-05-011054.3789533310257
2023-06-011068.0680995688704
2023-07-011122.8246845202505
2023-08-011246.1843471693362
2023-09-011177.5812694716303
2023-10-011229.6629637788337
2023-11-011349.8756962583
2023-12-011463.0078358561223
2024-01-011498.253453755861
2024-02-011724.5177329515056
2024-03-011689.114768543286
2024-04-011646.3165182364603
2024-05-011660.9497435251913
2024-06-011544.8280202662302
2024-07-011646.3165182364603
2024-08-011363.564842496145
2024-09-011581.1750637253358
2024-10-011580.5456776914118
2024-11-011610.2841677943165
2024-12-011632.6273719986154
2025-01-011722.157535324291
2025-02-011640.1800044057022
2025-03-011655.1279227113948
2025-04-011593.605437895333
2025-05-011578.3428265726784
2025-06-011517.1350347735781
2025-07-011639.7079648802592
2025-08-011586.0528054882461
2025-09-011662.6805551184818
2025-10-011778.0155458350378
2025-11-011691.4749661705007
2025-12-011620.6690373540612
2026-01-011628.5363627781096
2026-02-011510.5264814173772
2026-03-011305.9760203921073
2026-04-011510.5264814173772
Annual Return Matrix
YearAnnual Return
20170
20182.2168141592920354
2019-0.2938101788170564
20200.16906895208414485
20210.2835721426191271
20220.38836967808930445
20230.7385938668661178
20240.11593891159389136
2025-0.007324595219737939
2026-0.06796116504854377
Total Factor Risk
0.39214920470199394
VTI.US Exposure
0.1232925397304119
VEA.US Exposure
-0.0021003296607643236
VWO.US Exposure
0.019084514927033093
QQQ.US Exposure
0.03210088388801133
VTV.US Exposure
-0.009474849064529218
IJR.US Exposure
0.02020283153013595
QUAL.US Exposure
0.04331493366894924
SHV.US Exposure
0.3610618931646094
TLT.US Exposure
-0.00340663126735393
LQD.US Exposure
0.02314063546983361
HYG.US Exposure
0.029088868329834386
GLD.US Exposure
0.0023634245597679232
USO.US Exposure
0.007069749591491925
VNQ.US Exposure
0.0021409496228038225
BTC-USD.CC Exposure
0.025068411825769257
CPER.US Exposure
0.006936559758743953
VIX.INDX Exposure
-0.0003380098332693456
UUP.US Exposure
0.02042439133541235
TIP.US Exposure
0.07814813442081281
Idiosyncratic Exposure
0.22188109800229588
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.2%

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 →14.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.75%
Market Cap$272.6M
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
$0
Avg Yield on Cost
0.00%

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 →
+1.5%
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 →
-5.7%
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 →
15.0% 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 →
0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acrow Ltd a high-risk investment?

Acrow Ltd (ACF.AU) has an annualized volatility of 39.2% and experienced a maximum drawdown of 98.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ACF.AU has generated a Compound Annual Growth Rate (CAGR) of 20.2%. 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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