Australian Foundation Investment Company Ltd

10-Year Study

AFI.AU · Financial Services · AU · Common Stock

Executive Summary: Australian Foundation Investment Company Ltd has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 19.4% and an annualized volatility of 14.0%.

1Y CAGR
-3.5%
3Y CAGR
+2.0%
5Y CAGR
+1.7%
10Y CAGR
+6.0%

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 →
19.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.8%
% 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.
2026-0.8-0.5-6.32.6————————-5.2%
20252.4-1.1-2.0-2.22.11.74.5-2.0-2.03.8-4.61.11.2%
20240.9-0.2-0.3-2.7-0.1-0.13.81.01.4-0.31.6-1.93.0%
20232.8-0.6-2.8-1.8-1.3-0.12.0-1.8-1.0-4.77.85.53.3%
20221.2-5.94.3-0.7-1.6-7.46.50.8-5.2-1.55.4-1.8-6.8%
20213.0-4.54.70.80.83.77.71.30.2-2.50.62.519.4%
2020-0.3-9.0-11.22.74.70.33.41.90.53.210.81.26.4%
20195.5-2.5-0.8-0.22.52.64.0-3.03.42.55.23.324.6%
20181.1-1.9-0.8-0.70.02.72.80.80.0-2.9-1.30.3-0.1%
20172.8-1.40.30.9-1.01.05.2-1.7-1.22.61.23.712.8%
2016———0.21.8-0.55.5-2.20.90.50.40.26.7%

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 14.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.0% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110018.171955519392
2016-05-0110199.077841063196
2016-06-0110144.833197721726
2016-07-0110705.45158665582
2016-08-0110465.419039869814
2016-09-0110557.906156767021
2016-10-0110613.506916192026
2016-11-0110650.664496880932
2016-12-0110669.107675617033
2017-01-0110965.554651478167
2017-02-0110813.66965012205
2017-03-0110851.36967724437
2017-04-0110945.484133441823
2017-05-0110832.384052074856
2017-06-0110945.484133441823
2017-07-0111510.713317059939
2017-08-0111318.144833197723
2017-09-0111183.34689449417
2017-10-0111472.470843504203
2017-11-0111607.540005424466
2017-12-0112031.733116354759
2018-01-0112166.531055058314
2018-02-0111933.5503119067
2018-03-0111835.638730675346
2018-04-0111757.255221046922
2018-05-0111757.255221046922
2018-06-0112070.789259560619
2018-07-0112403.851369677244
2018-08-0112505.017629509086
2018-09-0112505.017629509086
2018-10-0112144.290751288312
2018-11-0111983.997830214266
2018-12-0112024.138866286956
2019-01-0112685.381068619474
2019-02-0112373.203146189315
2019-03-0112270.13832384052
2019-04-0112249.525359370764
2019-05-0112558.719826417142
2019-06-0112888.798481149988
2019-07-0113404.393816110658
2019-08-0113004.339571467319
2019-09-0113446.975861133715
2019-10-0113784.10631950095
2019-11-0114500.678058041769
2019-12-0114985.353946297804
2020-01-0114943.314347708163
2020-02-0113592.351505288852
2020-03-0112075.128831027934
2020-04-0112395.714673176024
2020-05-0112972.606455112558
2020-06-0113015.459723352318
2020-07-0113464.334147002983
2020-08-0113716.842961757528
2020-09-0113782.478980200705
2020-10-0114219.419582316248
2020-11-0115748.304854895581
2020-12-0115944.941687008408
2021-01-0116425.278003797124
2021-02-0115691.07675617033
2021-03-0116421.209655546514
2021-04-0116554.109031733118
2021-05-0116687.00840791972
2021-06-0117306.482234879306
2021-07-0118634.39110387849
2021-08-0118877.40710604828
2021-09-0118922.4301600217
2021-10-0118449.959316517496
2021-11-0118562.516951451045
2021-12-0119034.98779495525
2022-01-0119260.103064822353
2022-02-0118122.59289395172
2022-03-0118896.6639544345
2022-04-0118759.967453213998
2022-05-0118464.062923786274
2022-06-0117097.911581231354
2022-07-0118213.452671548683
2022-08-0118353.946297803093
2022-09-0117402.766476810415
2022-10-0117141.30729590453
2022-11-0118068.619473826962
2022-12-0117735.828586927044
2023-01-0118234.879305668568
2023-02-0118116.354759967453
2023-03-0117609.981014374833
2023-04-0117296.17575264443
2023-05-0117079.197179278548
2023-06-0117055.058312991594
2023-07-0117392.731217792243
2023-08-0117072.95904529428
2023-09-0116900.73230268511
2023-10-0116113.64252780038
2023-11-0117368.321128288582
2023-12-0118327.63764578248
2024-01-0118499.86438839165
2024-02-0118463.52047735286
2024-03-0118413.61540547871
2024-04-0117913.751017087063
2024-05-0117888.79848114999
2024-06-0117863.845945212914
2024-07-0118538.37808516409
2024-08-0118727.69189042582
2024-09-0118982.370490914025
2024-10-0118931.38052617304
2024-11-0119237.049091402227
2024-12-0118880.390561432057
2025-01-0119339.029020884187
2025-02-0119132.08570653648
2025-03-0118743.694060211554
2025-04-0118329.53620829943
2025-05-0118717.65663140765
2025-06-0119028.47843775427
2025-07-0119882.831570382426
2025-08-0119476.267968538108
2025-09-0119077.84106319501
2025-10-0119795.22647138595
2025-11-0118891.781936533767
2025-12-0119104.420938432333
2026-01-0118944.94168700841
2026-02-0118850.013561160835
2026-03-0117656.631407648496
2026-04-0118117.71087605099
Annual Return Matrix
YearAnnual Return
20170.12771690774588795
2018-0.0006311850499312044
20190.246272528364875
20200.06403504008977201
20210.19379475752266595
2022-0.06825111852041832
20230.033367996085147844
20240.030159528812857106
20250.011865770269493758
2026-0.05164825804253392
Total Factor Risk
0.13968092392482134
VTI.US Exposure
0.10170548540288084
VEA.US Exposure
0.10034870808870751
VWO.US Exposure
-0.0215759572521026
QQQ.US Exposure
-0.057774565147350805
VTV.US Exposure
-0.04670724715636957
IJR.US Exposure
-0.0013353787786746887
QUAL.US Exposure
0.047223404064399975
SHV.US Exposure
0.550058152612175
TLT.US Exposure
-0.01042240026105475
LQD.US Exposure
0.07235138404920963
HYG.US Exposure
0.014922855081648406
GLD.US Exposure
-0.0012083141735572645
USO.US Exposure
0.00005119988706040494
VNQ.US Exposure
0.060402042109173805
BTC-USD.CC Exposure
0.00009350117685801486
CPER.US Exposure
0.0025510960406998425
VIX.INDX Exposure
-0.014492841426346253
UUP.US Exposure
0.006759965915705118
TIP.US Exposure
-0.0036506513261248576
Idiosyncratic Exposure
0.20069956109306214
Value Score
38.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.0%

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 →29.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.00%
Market Cap$8.2B
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
$393
Avg Yield on Cost
3.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$393.273.93%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 →
-1.4%
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 →
-4.8%
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 →
8.9% 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 →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Foundation Investment Company Ltd a high-risk investment?

Australian Foundation Investment Company Ltd (AFI.AU) has an annualized volatility of 14.0% and experienced a maximum drawdown of 19.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AFI.AU has generated a Compound Annual Growth Rate (CAGR) of 6.0%. 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.

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