Ares Commercial Real Estate Corp. (ACRE)
4.97
+0.16
(+3.33%)
USD |
NYSE |
Jun 09, 16:00
4.97
0.00 (0.00%)
After-Hours: 17:00
Ares Commercial Real Estate Max Drawdown (5Y) : 67.58% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| BrightSpire Capital, Inc. | 66.63% |
| Ladder Capital Corp. | 41.76% |
| TPG RE Finance Trust, Inc. | 60.66% |
| Franklin BSP Realty Trust, Inc. | 31.02% |
| Blackstone Mortgage Trust, Inc. | 46.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.04 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.05% |
| Historical Sharpe Ratio (5Y) | -0.3786 |
| Historical Sortino (5Y) | -0.5972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |