Ares Management LP

10-Year Study

ARES.US · Financial Services · US · Common Stock

Executive Summary: Ares Management LP has compounded at 28.7% annually over the last 10 years, with a maximum drawdown of 43.2% and an annualized volatility of 54.9%.

1Y CAGR
-30.2%
3Y CAGR
+13.4%
5Y CAGR
+19.9%
10Y CAGR
+28.7%

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 →
43.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +110.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -28.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.4-25.2-2.66.5————————-28.1%
202512.0-13.8-13.64.08.55.47.1-3.4-10.2-7.05.54.2-5.7%
20242.29.21.00.15.3-4.214.9-4.47.17.65.40.752.7%
202321.3-2.84.65.0-0.611.53.04.30.2-4.213.96.779.5%
2022-1.91.71.0-18.57.5-19.326.03.5-15.822.43.4-12.0-12.8%
2021-4.015.18.7-6.35.116.212.67.8-3.814.8-4.20.777.8%
20201.0-4.1-9.58.512.56.20.61.30.94.76.55.337.4%
201917.313.2-0.45.35.13.111.8-0.5-6.910.311.98.9110.1%
201816.76.3-12.33.30.7-5.33.1-0.210.4-15.514.4-19.8-5.5%
20172.39.9-11.03.7-7.5-0.32.8-0.22.8-1.62.88.410.7%
2016———-5.8-1.8-0.123.17.0-4.8-3.83.312.329.6%

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 54.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.8% of variance. Idiosyncratic stock-specific factors contribute 10.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019422.06570037061
2016-05-019255.583367289522
2016-06-019249.083182955936
2016-07-0111389.00207617828
2016-08-0112190.659138094961
2016-09-0111610.493431903293
2016-10-0111170.324233075266
2016-11-0111543.260182005162
2016-12-0112960.882472786541
2017-01-0113264.644818285891
2017-02-0114580.980654675282
2017-03-0112978.927760637987
2017-04-0113458.38911849739
2017-05-0112450.278440731901
2017-06-0112415.740147854938
2017-07-0112760.637988241459
2017-08-0112738.614975648563
2017-09-0113089.527911985564
2017-10-0112878.999553718688
2017-11-0113237.867939538586
2017-12-0114349.981566641443
2018-01-0116753.594504918798
2018-02-0117802.452606864972
2018-03-0115613.636804625801
2018-04-0116121.427324058446
2018-05-0116231.348351669674
2018-06-0115374.779284785689
2018-07-0115857.636261326812
2018-08-0115820.478491181093
2018-09-0117463.957933135418
2018-10-0114761.530550866368
2018-11-0116891.844694103267
2018-12-0113555.21275976483
2019-01-0115903.331587015155
2019-02-0118007.54797524109
2019-03-0117932.35927586006
2019-04-0118890.40883248928
2019-05-0119848.4583891185
2019-06-0120472.767138172578
2019-07-0122882.298154723794
2019-08-0122764.906766012773
2019-09-0121196.51900576285
2019-10-0123378.640588315193
2019-11-0126161.689659856027
2019-12-0128484.195820478493
2020-01-0128779.517628111844
2020-02-0127606.282864737954
2020-03-0124997.28350505462
2020-04-0127114.791314977592
2020-05-0130517.29825174147
2020-06-0132423.986650367693
2020-07-0132619.962357141478
2020-08-0133036.45924287405
2020-09-0133341.48281816947
2020-10-0134892.31037895104
2020-11-0137160.68067601917
2020-12-0139128.29617556319
2021-01-0137556.51279663155
2021-02-0143228.26318955314
2021-03-0146995.1685197043
2021-04-0144051.16712264975
2021-05-0146282.18561421891
2021-06-0153767.00234782778
2021-07-0160548.14987290684
2021-08-0165257.775966781155
2021-09-0162802.64664221821
2021-10-0172083.06653472263
2021-11-0169037.77868327609
2021-12-0169551.9723693657
2022-01-0168225.44967693114
2022-02-0169397.90829889206
2022-03-0170117.97349477075
2022-04-0157161.2627820789
2022-05-0161434.1152958069
2022-06-0149593.6899703126
2022-07-0162493.64534218134
2022-08-0164665.38603333528
2022-09-0154465.82067252653
2022-10-0166668.99509090558
2022-11-0168919.70817082873
2022-12-0160682.61637270311
2023-01-0173583.44490366145
2023-02-0171490.87063663
2023-03-0174746.10474028368
2023-04-0178463.72509071152
2023-05-0178015.79447775385
2023-06-0187022.52750451132
2023-07-0189614.7428061393
2023-08-0193426.17924985934
2023-09-0193595.28106020918
2023-10-0189701.1855560083
2023-11-01102129.63501950055
2023-12-01108934.35783999845
2024-01-01111279.37210159692
2024-02-01121493.19906086891
2024-03-01122660.51574596892
2024-04-01122761.99623571415
2024-05-01129292.547102082
2024-06-01123797.95098666978
2024-07-01142300.77420105942
2024-08-01135984.5353823467
2024-09-01145672.04144595147
2024-10-01156739.5269418088
2024-11-01165199.08027242564
2024-12-01166321.57479092694
2025-01-01186229.79606884375
2025-02-01160599.9573122223
2025-03-01138818.61575178997
2025-04-01144424.00605390302
2025-05-01156704.7946135786
2025-06-01165105.74926751654
2025-07-01176859.5378077886
2025-08-01170825.32937501214
2025-09-01153372.5284746881
2025-10-01142648.29151871472
2025-11-01150456.46816850032
2025-12-01156809.67072200557
2026-01-01145206.3565981722
2026-02-01108669.499582824
2026-03-01105846.28519316218
2026-04-01112753.94376855463
Annual Return Matrix
YearAnnual Return
20170.10717627420598386
2018-0.055384656989676206
20191.1013462735919952
20200.37368442564322635
20210.7775364421005129
2022-0.12752127214395304
20230.7951493253181556
20240.5268054825752786
2025-0.05718983890621665
2026-0.28095031862896735
Total Factor Risk
0.5490847642917975
VTI.US Exposure
0.4085310366656389
VEA.US Exposure
-0.02784651304754732
VWO.US Exposure
-0.0023182969635592472
QQQ.US Exposure
-0.06893107588198068
VTV.US Exposure
-0.03914743085461485
IJR.US Exposure
0.0017355752012631455
QUAL.US Exposure
-0.014822221005699706
SHV.US Exposure
0.5382435355718667
TLT.US Exposure
-0.005084843691708535
LQD.US Exposure
0.05533598114700919
HYG.US Exposure
0.033483701908775275
GLD.US Exposure
0.0015422323771478212
USO.US Exposure
0.002450215604285797
VNQ.US Exposure
-0.004437802664142236
BTC-USD.CC Exposure
0.020899441694160484
CPER.US Exposure
0.0006870082594397685
VIX.INDX Exposure
-0.011782422402741506
UUP.US Exposure
0.003197195330624018
TIP.US Exposure
0.0013263846708678835
Idiosyncratic Exposure
0.1069382980809151
Value Score
26
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.9%

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 →59.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.23%
Market Cap$33.9B
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
$1,310
Avg Yield on Cost
13.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,309.7413.10%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 →
+1.8%
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 →
-23.8%
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 →
38.6% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ares Management LP a high-risk investment?

Ares Management LP (ARES.US) has an annualized volatility of 54.9% and experienced a maximum drawdown of 43.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARES.US has generated a Compound Annual Growth Rate (CAGR) of 28.7%. It has had a positive return in 60% 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.

Run a Full Backtest on Ares Management LP

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest