Apollo Global Management Inc (APO)
139.43
-1.57
(-1.11%)
USD |
NYSE |
Nov 04, 16:00
139.50
+0.07
(+0.05%)
After-Hours: 20:00
Apollo Global Management Max Drawdown (5Y): 53.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.48% |
September 30, 2024 | 53.48% |
August 31, 2024 | 53.48% |
July 31, 2024 | 53.48% |
June 30, 2024 | 53.48% |
May 31, 2024 | 53.48% |
April 30, 2024 | 53.48% |
March 31, 2024 | 53.48% |
February 29, 2024 | 53.48% |
January 31, 2024 | 53.48% |
December 31, 2023 | 53.48% |
November 30, 2023 | 53.48% |
October 31, 2023 | 53.48% |
September 30, 2023 | 53.48% |
August 31, 2023 | 53.48% |
July 31, 2023 | 53.48% |
June 30, 2023 | 53.48% |
May 31, 2023 | 53.48% |
April 30, 2023 | 53.48% |
March 31, 2023 | 53.48% |
February 28, 2023 | 53.48% |
January 31, 2023 | 53.48% |
December 31, 2022 | 53.48% |
November 30, 2022 | 53.48% |
October 31, 2022 | 53.48% |
Date | Value |
---|---|
September 30, 2022 | 53.48% |
August 31, 2022 | 53.48% |
July 31, 2022 | 53.48% |
June 30, 2022 | 53.48% |
May 31, 2022 | 53.48% |
April 30, 2022 | 53.48% |
March 31, 2022 | 53.48% |
February 28, 2022 | 53.48% |
January 31, 2022 | 53.48% |
December 31, 2021 | 53.48% |
November 30, 2021 | 53.48% |
October 31, 2021 | 53.48% |
September 30, 2021 | 53.48% |
August 31, 2021 | 53.48% |
July 31, 2021 | 53.48% |
June 30, 2021 | 53.48% |
May 31, 2021 | 53.48% |
April 30, 2021 | 53.48% |
March 31, 2021 | 53.48% |
February 28, 2021 | 53.48% |
January 31, 2021 | 53.48% |
December 31, 2020 | 53.48% |
November 30, 2020 | 57.02% |
October 31, 2020 | 57.02% |
September 30, 2020 | 57.02% |
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
53.48%
Minimum
Dec 2020
57.02%
Maximum
Nov 2019
54.25%
Average
53.48%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
KKR & Co Inc | 47.92% |
Blackstone Inc | 49.26% |
Citigroup Inc | 56.50% |
State Street Corp | 59.60% |
The Carlyle Group Inc | 56.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.531 |
Beta (5Y) | 1.595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.19% |
Historical Sharpe Ratio (5Y) | 0.7686 |
Historical Sortino (5Y) | 1.303 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.53% |