Australian Finance Group Ltd

10-Year Study

AFG.AU · Financial Services · AU · Common Stock

Executive Summary: Australian Finance Group Ltd has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 51.1% and an annualized volatility of 34.2%.

1Y CAGR
-13.1%
3Y CAGR
+8.2%
5Y CAGR
-2.5%
10Y CAGR
+13.1%

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 →
51.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +124.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.5-9.90.34.4————————-10.9%
20259.3-2.41.514.120.94.1-3.126.1-5.2-8.5-1.6-9.247.2%
20243.5-7.712.3-8.0-3.3-4.86.29.22.20.3-4.1-1.61.9%
202316.1-6.8-1.38.15.65.32.2-13.7-5.2-11.617.13.314.8%
2022-18.50.50.6-5.1-7.4-20.125.21.6-11.94.7-0.9-12.6-41.3%
20214.22.6-4.47.20.01.1-9.117.0-6.3-5.12.70.07.5%
20204.4-9.5-46.014.63.78.2-0.68.818.3-5.618.410.53.8%
20190.0-0.80.1-3.239.6-6.023.216.00.422.7-7.89.6124.6%
20184.39.4-16.5-9.2-4.06.48.27.0-4.8-6.4-4.3-3.4-15.6%
201720.30.7-2.4-0.4-5.60.811.76.615.2-3.80.6-0.947.5%
2016———4.0-2.9-3.014.29.71.05.8-2.8-4.521.9%

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 34.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 45.4% of variance. Idiosyncratic stock-specific factors contribute 39.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110396.308360477742
2016-05-0110099.529496923633
2016-06-019800.941006152732
2016-07-0111188.925081433224
2016-08-0112276.511038726023
2016-09-0112399.56568946797
2016-10-0113123.416576185306
2016-11-0112761.491132826639
2016-12-0112193.268186753528
2017-01-0114674.267100977198
2017-02-0114777.41585233442
2017-03-0114415.490408975751
2017-04-0114361.20159247195
2017-05-0113563.155989866089
2017-06-0113669.923995656894
2017-07-0115266.015200868622
2017-08-0116277.596815056098
2017-09-0118758.59572927977
2017-10-0118041.983351429608
2017-11-0118152.370611654
2017-12-0117987.694534925806
2018-01-0118758.59572927977
2018-02-0120524.791892870075
2018-03-0117137.169743032933
2018-04-0115553.745928338762
2018-05-0114931.234165761853
2018-06-0115893.95584509591
2018-07-0117193.26818675353
2018-08-0118394.860658704307
2018-09-0117517.191458559537
2018-10-0116402.46109301484
2018-11-0115700.325732899024
2018-12-0115173.724212812162
2019-01-0115173.724212812162
2019-02-0115056.098443720593
2019-03-0115076.00434310532
2019-04-0114589.214621787914
2019-05-0120363.735070575458
2019-06-0119149.47520810713
2019-07-0123586.681143684396
2019-08-0127354.325009048138
2019-09-0127468.331523706118
2019-10-0133709.73579442635
2019-11-0131089.39558450959
2019-12-0134084.328628302566
2020-01-0135582.699963807456
2020-02-0132213.17408613826
2020-03-0117406.804198335143
2020-04-0119956.56894679696
2020-05-0120698.51610568223
2020-06-0122401.37531668476
2020-07-0122271.08215707564
2020-08-0124234.52768729642
2020-09-0128660.87585957293
2020-10-0127044.878754976475
2020-11-0132024.97285559175
2020-12-0135387.26022439377
2021-01-0136867.53528773073
2021-02-0137810.35106768006
2021-03-0136147.30365544698
2021-04-0138758.59572927977
2021-05-0138758.59572927977
2021-06-0139171.19073470865
2021-07-0135597.17698154181
2021-08-0141644.951140065146
2021-09-0139037.278320665944
2021-10-0137064.7846543612
2021-11-0138051.031487513574
2021-12-0138051.031487513574
2022-01-0131004.343105320306
2022-02-0131145.494028230187
2022-03-0131344.553022077456
2022-04-0129741.223307998553
2022-05-0127553.384002895404
2022-06-0122014.115092290987
2022-07-0127553.384002895404
2022-08-0127991.313789359392
2022-09-0124657.98045602606
2022-10-0125810.712993123416
2022-11-0125579.08070937387
2022-12-0122354.325009048138
2023-01-0125964.531306550853
2023-02-0124196.525515743757
2023-03-0123885.269634455308
2023-04-0125808.903365906623
2023-05-0127252.985884907714
2023-06-0128695.258776692004
2023-07-0129335.866811436845
2023-08-0125329.352153456388
2023-09-0124017.37242128122
2023-10-0121219.688744118714
2023-11-0124838.943177705394
2023-12-0125662.323561346362
2024-01-0126567.137169743033
2024-02-0124509.591024249006
2024-03-0127526.239594643506
2024-04-0125331.16178067318
2024-05-0124486.06587043069
2024-06-0123304.37929786464
2024-07-0124739.41368078176
2024-08-0127019.54397394137
2024-09-0127613.101701049585
2024-10-0127698.15418023887
2024-11-0126574.375678610206
2024-12-0126140.065146579804
2025-01-0128564.965617082882
2025-02-0127871.87839305103
2025-03-0128284.473398479913
2025-04-0132274.70141150923
2025-05-0139011.94353963084
2025-06-0140608.034744842575
2025-07-0139366.63047412233
2025-08-0149652.55157437568
2025-09-0147050.30763662686
2025-10-0143069.127759681505
2025-11-0142359.753890698514
2025-12-0138476.293883460006
2026-01-0136359.0300398118
2026-02-0132754.252623959466
2026-03-0132844.73398479913
2026-04-0134292.435758233805
Annual Return Matrix
YearAnnual Return
20170.47521519738794904
2018-0.15643863179074446
20191.2462731067382231
20200.03822670560127417
20210.07527486576323184
2022-0.4125172397393827
20230.14798024771310603
20240.01861645864184469
20250.4719280027691244
2026-0.1087385946759476
Total Factor Risk
0.34240233959404043
VTI.US Exposure
0.4537035107254775
VEA.US Exposure
0.08784750133221417
VWO.US Exposure
0.0046814642987157195
QQQ.US Exposure
-0.07050034505872631
VTV.US Exposure
-0.07186885284374597
IJR.US Exposure
0.013815430702652816
QUAL.US Exposure
-0.05472898422226724
SHV.US Exposure
0.0024116551712572544
TLT.US Exposure
0.0013732647403490285
LQD.US Exposure
0.21799688057124417
HYG.US Exposure
0.00012853621636599443
GLD.US Exposure
-0.003809113260615064
USO.US Exposure
-0.00037186776204863097
VNQ.US Exposure
0.040958021671667545
BTC-USD.CC Exposure
0.013794412101209545
CPER.US Exposure
-0.0014311227121872512
VIX.INDX Exposure
-0.045120106457916975
UUP.US Exposure
0.016108147439174898
TIP.US Exposure
-0.0005068995327253046
Idiosyncratic Exposure
0.3955184668799041
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.2%

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 →12.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.42%
Market Cap$494.6M
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
$851
Avg Yield on Cost
8.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$850.528.51%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 →
+0.9%
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 →
-14.1%
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 →
31.8% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Finance Group Ltd a high-risk investment?

Australian Finance Group Ltd (AFG.AU) has an annualized volatility of 34.2% and experienced a maximum drawdown of 51.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AFG.AU has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 70% 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.

Run a Full Backtest on Australian Finance Group Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest