Ares Commercial Real Estate Corp (ACRE)
6.30
-0.03
(-0.47%)
USD |
NYSE |
Nov 04, 16:00
6.34
+0.04
(+0.63%)
Pre-Market: 09:06
Ares Commercial Real Estate Max Drawdown (5Y): 75.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.68% |
| September 30, 2024 | 75.68% |
| August 31, 2024 | 75.68% |
| July 31, 2024 | 75.68% |
| June 30, 2024 | 75.68% |
| May 31, 2024 | 75.68% |
| April 30, 2024 | 75.68% |
| March 31, 2024 | 75.68% |
| February 29, 2024 | 75.68% |
| January 31, 2024 | 75.68% |
| December 31, 2023 | 75.68% |
| November 30, 2023 | 75.68% |
| October 31, 2023 | 75.68% |
| September 30, 2023 | 75.68% |
| August 31, 2023 | 75.68% |
| July 31, 2023 | 75.68% |
| June 30, 2023 | 75.68% |
| May 31, 2023 | 75.68% |
| April 30, 2023 | 75.68% |
| March 31, 2023 | 75.68% |
| February 28, 2023 | 75.68% |
| January 31, 2023 | 75.68% |
| December 31, 2022 | 75.68% |
| November 30, 2022 | 75.68% |
| October 31, 2022 | 75.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.68% |
| August 31, 2022 | 75.68% |
| July 31, 2022 | 75.68% |
| June 30, 2022 | 75.68% |
| May 31, 2022 | 75.68% |
| April 30, 2022 | 75.68% |
| March 31, 2022 | 75.68% |
| February 28, 2022 | 75.68% |
| January 31, 2022 | 75.68% |
| December 31, 2021 | 75.68% |
| November 30, 2021 | 75.68% |
| October 31, 2021 | 75.68% |
| September 30, 2021 | 75.68% |
| August 31, 2021 | 75.68% |
| July 31, 2021 | 75.68% |
| June 30, 2021 | 75.68% |
| May 31, 2021 | 75.68% |
| April 30, 2021 | 75.68% |
| March 31, 2021 | 75.68% |
| February 28, 2021 | 75.68% |
| January 31, 2021 | 75.68% |
| December 31, 2020 | 75.68% |
| November 30, 2020 | 75.68% |
| October 31, 2020 | 75.68% |
| September 30, 2020 | 75.68% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
34.93%
Minimum
Nov 2019
75.68%
Maximum
Mar 2020
72.96%
Average
75.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| Invesco Mortgage Capital Inc | 93.34% |
| Starwood Property Trust Inc | 66.34% |
| Ladder Capital Corp | 81.59% |
| New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.51 |
| Beta (5Y) | 1.462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.19% |
| Historical Sharpe Ratio (5Y) | -0.1654 |
| Historical Sortino (5Y) | -0.187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.35% |