Apollo Commercial Real Estate Finance Inc (ARI)
10.78
+0.06
(+0.56%)
USD |
NYSE |
Apr 22, 16:00
10.79
+0.01
(+0.09%)
After-Hours: 20:00
Apollo Commercial Real Estate Finance Max Drawdown (5Y): 77.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.38% |
February 29, 2024 | 77.38% |
January 31, 2024 | 77.38% |
December 31, 2023 | 77.38% |
November 30, 2023 | 77.38% |
October 31, 2023 | 77.38% |
September 30, 2023 | 77.38% |
August 31, 2023 | 77.38% |
July 31, 2023 | 77.38% |
June 30, 2023 | 77.38% |
May 31, 2023 | 77.38% |
April 30, 2023 | 77.38% |
March 31, 2023 | 77.38% |
February 28, 2023 | 77.38% |
January 31, 2023 | 77.38% |
December 31, 2022 | 77.38% |
November 30, 2022 | 77.38% |
October 31, 2022 | 77.38% |
September 30, 2022 | 77.38% |
August 31, 2022 | 77.38% |
July 31, 2022 | 77.38% |
June 30, 2022 | 77.38% |
May 31, 2022 | 77.38% |
April 30, 2022 | 77.38% |
March 31, 2022 | 77.38% |
Date | Value |
---|---|
February 28, 2022 | 77.38% |
January 31, 2022 | 77.38% |
December 31, 2021 | 77.38% |
November 30, 2021 | 77.38% |
October 31, 2021 | 77.38% |
September 30, 2021 | 77.38% |
August 31, 2021 | 77.38% |
July 31, 2021 | 77.38% |
June 30, 2021 | 77.38% |
May 31, 2021 | 77.38% |
April 30, 2021 | 77.38% |
March 31, 2021 | 77.38% |
February 28, 2021 | 77.38% |
January 31, 2021 | 77.38% |
December 31, 2020 | 77.38% |
November 30, 2020 | 77.38% |
October 31, 2020 | 77.38% |
September 30, 2020 | 77.38% |
August 31, 2020 | 77.38% |
July 31, 2020 | 77.38% |
June 30, 2020 | 77.38% |
May 31, 2020 | 77.38% |
April 30, 2020 | 77.38% |
March 31, 2020 | 77.38% |
February 29, 2020 | 13.58% |
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
13.49%
Minimum
Apr 2019
77.38%
Maximum
Mar 2020
65.67%
Average
77.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BrightSpire Capital Inc | 85.71% |
FRP Holdings Inc | 53.97% |
Comstock Inc | 98.91% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.15 |
Beta (5Y) | 1.668 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.28% |
Historical Sharpe Ratio (5Y) | 0.0137 |
Historical Sortino (5Y) | 0.0157 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.07% |