Investment Performance Statistics

Understanding market patterns through detailed analysis and historical data

We track over 15,000 data points monthly across Australian equity markets, property sectors, and fixed income instruments to help clients make informed decisions

Portfolio Performance Metrics That Matter

Real investment decisions come down to understanding what the numbers actually reveal. We've been analyzing Australian market data since 2018, and honestly, the patterns tell better stories than most financial headlines.

Volatility Assessment

Standard deviation measurements across different asset classes help identify risk profiles. Our 2024 quarterly reviews showed property trusts maintained 12-18% annual volatility compared to small-cap equities at 28-35%.

Correlation Analysis

How different investments move together matters more than people think. During the March 2024 rate adjustment period, we noticed tech-heavy portfolios showed 0.87 correlation with bond movements—unusual but telling.

Drawdown Tracking

Peak-to-trough measurements reveal resilience. Balanced portfolios in our January 2025 review averaged 8.2% maximum drawdowns over 36 months, recovering within 4-6 month periods on average.

Sector Rotation Patterns

Australian markets show distinct seasonal behaviors. Mining and resources typically strengthen during Asian manufacturing cycles, while retail and consumer discretionary respond to domestic confidence indices.

Financial data analysis charts and graphs showing market trends

Research Findings From Real Market Conditions

Our analysis team published four detailed reports in early 2025 examining Australian investment patterns. These aren't theoretical exercises—they're based on actual portfolio performance data.

Market Behavior

Interest Rate Sensitivity in Property Investments

Between November 2023 and February 2025, we tracked 340 residential property investment portfolios across Sydney, Melbourne, and Brisbane. The data showed something interesting: properties purchased with fixed-rate debt below 4.5% maintained positive cash flow even as rental yields compressed.

Asset Allocation

Age-Based Portfolio Adjustments

Clients aged 45-55 showed the most active rebalancing behavior in our 2024 dataset. This demographic shifted an average of 8-12% from growth assets toward income-producing investments, though timing varied significantly based on individual circumstances and objectives.

Risk Assessment

Concentration Risk in Tech-Heavy Portfolios

We analyzed 180 portfolios with over 40% allocation to technology stocks during the 2024 calendar year. Single-stock positions exceeding 15% of total portfolio value experienced 2.3 times greater volatility compared to diversified holdings across the same sector.

Income Strategy

Dividend Stability Across Market Cycles

Australian dividend-paying stocks maintained better consistency than many expected. Our February 2025 review found that companies with 10+ year dividend histories cut payments less than 3% of the time during economic uncertainty periods, compared to 18% for shorter track records.

Financial analyst reviewing investment performance data and market statistics

Current Australian Market Observations

Looking at the first quarter of 2025, several patterns emerged from our ongoing market monitoring. These observations come from tracking actual investment performance rather than predictive modeling.

Currency Impact on International Holdings

The Australian dollar traded between 0.62-0.66 USD through late 2024 and early 2025. Clients with unhedged international equity positions saw returns differ by 4-7% compared to hedged equivalents, depending on timing.

Small Cap Performance Divergence

Smaller Australian companies showed wider performance spreads in 2024 than large caps. The gap between top and bottom quartile performers reached 42 percentage points—significantly higher than the 23-point spread seen in ASX 100 stocks.

Infrastructure Investment Patterns

Listed infrastructure assets gained attention during the 2024-2025 period. Portfolios with 10-15% infrastructure allocation demonstrated 15-20% lower volatility compared to pure equity holdings, though returns varied by specific sector exposure.

Tax-Efficient Withdrawal Strategies

Clients utilizing pension phase accounts showed marked differences in after-tax outcomes. Strategic sequencing of withdrawals from different account types resulted in 8-14% better net returns over three-year periods in our case studies.

Freja Lindqvist

Senior Portfolio Analyst

Freja joined our analysis team in 2019 after spending six years with a Melbourne-based superannuation fund. She focuses on quantitative assessment of Australian equity markets and fixed income instruments.

Her work involves tracking portfolio performance metrics across different market conditions. Before moving into financial analysis, she completed a Master's degree in Applied Statistics at the University of Melbourne, which still influences how she approaches data interpretation today.

These days, Freja spends most of her time examining correlation patterns and volatility measurements. She's particularly interested in how Australian market behaviors differ from international trends, especially during periods of economic transition.

Quantitative Analysis Risk Measurement Portfolio Statistics Australian Equities

Access Detailed Market Analysis

Our quarterly reports provide in-depth statistical analysis of Australian investment markets. Connect with our team to discuss how data-driven insights can inform your investment approach.

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