Arbor Realty Trust

10-Year Study

ABR.US · Real Estate · US · Common Stock

Executive Summary: Arbor Realty Trust has compounded at 11.5% annually over the last 10 years, with a maximum drawdown of 67.0% and an annualized volatility of 41.9%.

1Y CAGR
-13.7%
3Y CAGR
-5.5%
5Y CAGR
-6.7%
10Y CAGR
+11.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
67.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -36.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.83.0-2.82.3————————1.7%
2025-3.3-7.8-1.3-1.9-14.511.74.39.82.3-17.4-8.7-12.9-36.7%
2024-12.40.82.2-3.29.84.9-5.94.014.4-5.32.4-5.63.2%
202313.21.0-21.6-0.213.617.514.1-3.1-4.9-16.92.121.629.7%
2022-4.42.8-3.20.2-1.8-20.226.8-7.6-23.219.711.1-11.4-20.7%
20210.616.9-2.711.25.2-2.32.61.91.48.5-11.14.439.5%
20202.9-16.0-59.640.622.213.410.314.21.33.115.66.510.0%
201918.810.50.25.3-8.0-1.50.65.44.54.213.2-5.355.2%
2018-5.75.05.6-0.712.19.19.010.2-6.45.20.2-14.828.5%
2017-1.10.016.13.0-2.91.7-1.11.60.00.96.10.726.6%
2016———-1.36.73.0-0.611.4-4.8-1.23.80.117.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 41.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.4% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019867.040164128462
2016-05-0110532.23388305847
2016-06-0110849.049159630711
2016-07-0110788.684605065888
2016-08-0112018.069912412215
2016-09-0111447.171151266471
2016-10-0111308.293221810147
2016-11-0111740.708593071884
2016-12-0111756.095636392327
2017-01-0111630.237512822534
2017-02-0111630.237512822534
2017-03-0113501.933243904363
2017-04-0113904.758147242168
2017-05-0113508.245877061468
2017-06-0113739.051526868145
2017-07-0113590.704647676162
2017-08-0113812.435887319498
2017-09-0113812.435887319498
2017-10-0113930.403219442911
2017-11-0114780.63599779058
2017-12-0114884.005365738181
2018-01-0114039.6906809753
2018-02-0114745.916515426496
2018-03-0115569.715142428784
2018-04-0115463.978537047265
2018-05-0117334.490649412135
2018-06-0118912.254399116227
2018-07-0120616.66535153476
2018-08-0122725.479365580362
2018-09-0121279.491833030854
2018-10-0122391.698887398405
2018-11-0122444.172650516844
2018-12-0119128.4620847471
2019-01-0122718.77219285094
2019-02-0125099.029432652093
2019-03-0125157.42128935532
2019-04-0126495.69951866172
2019-05-0124388.069123333065
2019-06-0124011.678371340644
2019-07-0124150.161761224652
2019-08-0125447.407875009863
2019-09-0126582.892764144242
2019-10-0127697.86159551803
2019-11-0131361.556064073226
2019-12-0129685.946500433995
2020-01-0130555.11717825298
2020-02-0125676.63536652726
2020-03-0110363.765485678212
2020-04-0114572.71364317841
2020-05-0117808.727215339695
2020-06-0120197.26978615955
2020-07-0122273.731555274993
2020-08-0125431.626292117096
2020-09-0125768.56308687761
2020-10-0126554.880454509585
2020-11-0130686.10431626292
2020-12-0132667.482048449456
2021-01-0132851.73202872247
2021-02-0138403.69289039691
2021-03-0137360.530261185195
2021-04-0141543.04426734002
2021-05-0143694.07401562376
2021-06-0142687.99810621005
2021-07-0143789.94713169731
2021-08-0144624.79286672453
2021-09-0145235.14558510218
2021-10-0149092.16444409374
2021-11-0143640.811173360686
2021-12-0145555.90625739761
2022-01-0143541.38720113627
2022-02-0144760.11994002999
2022-03-0143309.792472184956
2022-04-0143411.18914227097
2022-05-0142649.727767695105
2022-06-0134052.31594728951
2022-07-0143169.33638443935
2022-08-0139885.18898445513
2022-09-0130619.42712854099
2022-10-0136663.77337646966
2022-11-0140740.550777242956
2022-12-0136113.39067308451
2023-01-0140877.45600883768
2023-02-0141288.17170362187
2023-03-0132376.70638365028
2023-04-0132320.681764380966
2023-05-0136731.63418290854
2023-06-0143168.94184486704
2023-07-0149257.08198532312
2023-08-0147727.45206344195
2023-09-0145394.93411189142
2023-10-0137709.6977826876
2023-11-0138517.32028722481
2023-12-0146850.3905941766
2024-01-0141048.29164365185
2024-02-0141356.8215892054
2024-03-0142249.664641363524
2024-04-0140910.59733291248
2024-05-0144937.26820800125
2024-06-0147138.00994239721
2024-07-0144345.853389094926
2024-08-0146106.68350035507
2024-09-0152751.51897735342
2024-10-0149971.59315079302
2024-11-0151192.29858754832
2024-12-0148330.70306951787
2025-01-0146725.32154975143
2025-02-0143061.232541623925
2025-03-0142489.15016176122
2025-04-0141693.758383965906
2025-05-0135628.10699913201
2025-06-0139793.65580367711
2025-07-0141504.37938925274
2025-08-0145551.56632210211
2025-09-0146581.70914542728
2025-10-0138493.64791288566
2025-11-0135153.47589363213
2025-12-0130616.270811962437
2026-01-0130379.547068570977
2026-02-0131286.988084904915
2026-03-0130419.00102580289
2026-04-0131129.17225597727
Annual Return Matrix
YearAnnual Return
20170.2660670537302414
20180.28516898608349894
20190.5519254171565291
20200.10043592674304236
20210.3945337504076136
2022-0.20727313668092773
20230.29731353719423614
20240.03159658770326823
2025-0.3665254410240084
20260.01675257731958757
Total Factor Risk
0.41891719601811067
VTI.US Exposure
-0.13177916810004445
VEA.US Exposure
-0.04149974962690257
VWO.US Exposure
0.02704360585400909
QQQ.US Exposure
0.06719018406989392
VTV.US Exposure
-0.01516539798869946
IJR.US Exposure
0.22233924650930478
QUAL.US Exposure
0.07059636777372028
SHV.US Exposure
0.3436071015138079
TLT.US Exposure
-0.01322013515424042
LQD.US Exposure
-0.003865177211845379
HYG.US Exposure
-0.0003941652545677357
GLD.US Exposure
0.0004998270203020938
USO.US Exposure
0.001617540770578448
VNQ.US Exposure
0.16060285355422535
BTC-USD.CC Exposure
-0.007341992847175044
CPER.US Exposure
0.025191765836671088
VIX.INDX Exposure
0.006025711087556638
UUP.US Exposure
0.006036700261563529
TIP.US Exposure
0.04242334368019327
Idiosyncratic Exposure
0.24009153825164892
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →15.98%
Market Cap$1.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,184
Avg Yield on Cost
11.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,183.6211.84%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-16.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
34.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arbor Realty Trust a high-risk investment?

Arbor Realty Trust (ABR.US) has an annualized volatility of 41.9% and experienced a maximum drawdown of 67.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ABR.US?

Over the past 10 years, ABR.US has generated a Compound Annual Growth Rate (CAGR) of 11.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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