Apollo Commercial Real Estate Finance, Inc. (ARI)
6.82
-0.08
(-1.16%)
USD |
NYSE |
Aug 28, 15:30
Apollo Commercial Real Estate Finance Max Drawdown (5Y) : 42.39% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 42.39% |
| June 30, 2026 | 42.39% |
| May 31, 2026 | 42.39% |
| April 30, 2026 | 42.39% |
| March 31, 2026 | 42.39% |
| February 28, 2026 | 42.39% |
| January 31, 2026 | 42.39% |
| December 31, 2025 | 42.39% |
| November 30, 2025 | 42.39% |
| October 31, 2025 | 47.68% |
| September 30, 2025 | 48.65% |
| August 31, 2025 | 50.28% |
| July 31, 2025 | 50.28% |
| June 30, 2025 | 50.28% |
| May 31, 2025 | 51.14% |
| April 30, 2025 | 61.33% |
| March 31, 2025 | 70.17% |
| February 28, 2025 | 77.38% |
| January 31, 2025 | 77.38% |
| December 31, 2024 | 77.38% |
| November 30, 2024 | 77.38% |
| October 31, 2024 | 77.38% |
| September 30, 2024 | 77.38% |
| August 31, 2024 | 77.38% |
| July 31, 2024 | 77.38% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 77.38% |
| August 31, 2022 | 77.38% |
| July 31, 2022 | 77.38% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp. | 54.54% |
| Chimera Investment Corp. | 72.11% |
| Blackstone Mortgage Trust, Inc. | 46.57% |
| Dynex Capital, Inc. | 38.57% |
| MFA Financial, Inc. | 67.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.173 |
| Beta (5Y) | 1.325 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.27% |
| Historical Sharpe Ratio (5Y) | 0.1557 |
| Historical Sortino (5Y) | 0.2632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.96% |