Argo Global Listed Infrastructure Ltd

10-Year Study

ALI.AU · Financial Services · AU · Common Stock

Executive Summary: Argo Global Listed Infrastructure Ltd has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 24.7% and an annualized volatility of 17.4%.

1Y CAGR
+7.9%
3Y CAGR
+5.4%
5Y CAGR
+5.5%
10Y CAGR
+5.9%

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 →
24.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +32.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -10.6%
% 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.
2026-4.73.1-2.4-0.40.4———————-4.2%
20252.6-2.10.42.22.2-3.42.25.63.10.4-2.83.113.8%
20242.93.3-4.71.0-1.0-0.55.47.55.0-2.10.4-1.316.4%
20230.00.8-3.80.0-2.22.7-3.5-0.5-3.0-5.3-2.66.8-10.6%
2022-3.3-0.98.61.2-2.4-4.56.57.3-9.80.0-3.84.92.0%
20211.4-0.5-0.76.3-1.81.91.88.6-2.01.7-3.85.719.5%
20205.5-11.3-15.115.05.1-8.01.93.8-4.42.92.8-4.1-9.2%
20194.19.15.1-0.51.43.21.82.60.42.6-2.92.232.6%
2018-7.40.3-3.85.40.01.73.92.41.8-2.1-1.3-1.1-0.9%
2017-0.60.93.64.92.8-0.8-4.61.4-1.43.46.1-0.815.4%
2016————6.1-4.43.30.0-6.2-1.1-3.50.0-6.2%

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 17.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.4% of variance. Idiosyncratic stock-specific factors contribute 28.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110607.420706163972
2016-06-0110138.390185517654
2016-07-0110469.778575703172
2016-08-0110472.022740873728
2016-09-019827.947336923999
2016-10-019716.487133453022
2016-11-019379.862357869539
2016-12-019379.862357869539
2017-01-019324.506283662477
2017-02-019408.288450029922
2017-03-019744.165170556553
2017-04-0110222.92040694195
2017-05-0110504.189108318371
2017-06-0110419.658886894076
2017-07-019940.903650508677
2017-08-0110081.538001196888
2017-09-019940.155595451824
2017-10-0110282.764811490126
2017-11-0110911.13105924596
2017-12-0110825.10472770796
2018-01-0110025.433871932973
2018-02-0110053.859964093359
2018-03-019667.86355475763
2018-04-0110185.517654099342
2018-05-0110185.517654099342
2018-06-0110358.318372232196
2018-07-0110761.520047875523
2018-08-0111020.347097546379
2018-09-0111223.07001795332
2018-10-0110989.676840215441
2018-11-0110844.554159186117
2018-12-0110727.857570317174
2019-01-0111164.721723518851
2019-02-0112185.06882106523
2019-03-0112804.458408138838
2019-04-0112746.110113704368
2019-05-0112922.651107121486
2019-06-0113335.57749850389
2019-07-0113571.96289646918
2019-08-0113925.792938360262
2019-09-0113982.64512268103
2019-10-0114343.207660083783
2019-11-0113922.800718132856
2019-12-0114222.77079593058
2020-01-0115002.992220227407
2020-02-0113309.395571514062
2020-03-0111303.859964093359
2020-04-0113004.937163375223
2020-05-0113673.698384201078
2020-06-0112580.041891083185
2020-07-0112823.159784560143
2020-08-0113309.395571514062
2020-09-0112722.1723518851
2020-10-0113094.703770197486
2020-11-0113466.487133453022
2020-12-0112908.438061041292
2021-01-0113094.703770197486
2021-02-0113032.615200478755
2021-03-0112940.604428485936
2021-04-0113761.968880909633
2021-05-0113509.126271693596
2021-06-0113761.968880909633
2021-07-0114014.06343506882
2021-08-0115213.195691202873
2021-09-0114916.217833632554
2021-10-0115173.548773189706
2021-11-0114594.554159186117
2021-12-0115430.131657690004
2022-01-0114916.217833632554
2022-02-0114787.55236385398
2022-03-0116056.253740275284
2022-04-0116252.244165170558
2022-05-0115860.263315380013
2022-06-0115142.878515858769
2022-07-0116121.334530221426
2022-08-0117296.529024536205
2022-09-0115608.168761220826
2022-10-0115608.168761220826
2022-11-0115010.472770795934
2022-12-0115741.322561340514
2023-01-0115741.322561340514
2023-02-0115874.476361460203
2023-03-0115270.795930580489
2023-04-0115270.795930580489
2023-05-0114932.675044883303
2023-06-0115338.120885697186
2023-07-0114797.27707959306
2023-08-0114729.952124476362
2023-09-0114281.867145421902
2023-10-0113522.591262716936
2023-11-0113177.737881508081
2023-12-0114074.655894673848
2024-01-0114488.330341113107
2024-02-0114971.573907839616
2024-03-0114268.402154398564
2024-04-0114409.036505086775
2024-05-0114268.402154398564
2024-06-0114198.084979054458
2024-07-0114971.573907839616
2024-08-0116095.900658288449
2024-09-0116893.32734889288
2024-10-0116533.51286654698
2024-11-0116606.07420706164
2024-12-0116389.886295631357
2025-01-0116821.51406343507
2025-02-0116461.699581089168
2025-03-0116532.764811490128
2025-04-0116898.563734290845
2025-05-0117264.362657091562
2025-06-0116678.6355475763
2025-07-0117044.434470377022
2025-08-0117995.960502692997
2025-09-0118551.76540993417
2025-10-0118626.57091561939
2025-11-0118102.93237582286
2025-12-0118655.745062836624
2026-01-0117774.53620586475
2026-02-0118327.348892878515
2026-03-0117878.515858767205
2026-04-0117803.710353081984
2026-05-0117878.515858767205
Annual Return Matrix
YearAnnual Return
20170.1540792726692719
2018-0.008983484209798998
20190.32577923436301526
2020-0.09241045600378683
20210.19535234121464984
20220.020167741309933485
2023-0.10587843938601904
20240.1644964124368855
20250.1382473756275675
2026-0.04166165443682579
Total Factor Risk
0.17443359002524345
VTI.US Exposure
0.43379466097352637
VEA.US Exposure
0.029997030623787488
VWO.US Exposure
-0.007136730432807314
QQQ.US Exposure
-0.03794508675848218
VTV.US Exposure
-0.02852218259863173
IJR.US Exposure
-0.024903221597841366
QUAL.US Exposure
-0.027241330031670594
SHV.US Exposure
0.26034297372945087
TLT.US Exposure
0.0051019774006620215
LQD.US Exposure
0.0002869649260990748
HYG.US Exposure
-0.0027250160833033805
GLD.US Exposure
-0.0020243388705965936
USO.US Exposure
0.003945172404306825
VNQ.US Exposure
0.08050028898707907
BTC-USD.CC Exposure
0.0014640442425322428
CPER.US Exposure
-0.0015763753754097693
VIX.INDX Exposure
0.00019539866847047486
UUP.US Exposure
-0.0008074395573051115
TIP.US Exposure
0.028254134652640518
Idiosyncratic Exposure
0.28899907469749303
Value Score
39.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.4%

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 →26.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.22%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$426.7M
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
$337
Avg Yield on Cost
3.37%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$336.623.37%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-0.8%
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 →
-1.0%
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 →
5.9% 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 →
0.31
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
44
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-0.8%
50.0% retracement+0.8%
61.8% retracement+2.6%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Argo Global Listed Infrastructure Ltd a high-risk investment?

Argo Global Listed Infrastructure Ltd (ALI.AU) has an annualized volatility of 17.4% and experienced a maximum drawdown of 24.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALI.AU has generated a Compound Annual Growth Rate (CAGR) of 5.9%. 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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