Apollo Commercial Real Estate Finance Inc (ARI)
9.20
+0.08
(+0.88%)
USD |
NYSE |
Nov 21, 16:00
9.195
0.00 (0.00%)
After-Hours: 20:00
Apollo Commercial Real Estate Finance Max Drawdown (5Y): 77.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.38% |
| September 30, 2024 | 77.38% |
| August 31, 2024 | 77.38% |
| July 31, 2024 | 77.38% |
| June 30, 2024 | 77.38% |
| May 31, 2024 | 77.38% |
| April 30, 2024 | 77.38% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
77.38%
Maximum
Mar 2020
73.12%
Average
77.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FRP Holdings Inc | 53.97% |
| eXp World Holdings Inc | 88.17% |
| The RMR Group Inc | 75.76% |
| Alset Inc | -- |
| Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.73 |
| Beta (5Y) | 1.752 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.90% |
| Historical Sharpe Ratio (5Y) | -0.0898 |
| Historical Sortino (5Y) | -0.1098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.07% |