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Great Ajax Corp. (AJX)

Equity · Currency in USD · Last updated Aug 11, 2022

Company Info

ISINUS38983D3008
CUSIP38983D300
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$10.36
Year Range$8.71 - $13.59
EMA (50)$10.23
EMA (200)$10.68
Average Volume$197.99K
Market Capitalization$235.40M

AJXShare Price Chart


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AJXPerformance

The chart shows the growth of $10,000 invested in Great Ajax Corp. in Feb 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,362 for a total return of roughly 33.62%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-11.46%
-4.34%
AJX (Great Ajax Corp.)
Benchmark (^GSPC)

AJXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M6.37%7.97%
6M-13.15%-6.88%
YTD-16.42%-11.66%
1Y-17.78%-5.01%
5Y1.93%11.56%
10Y3.95%9.77%

AJXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.16%-12.65%5.37%-20.63%16.70%-9.10%14.91%-5.99%
2021-5.83%14.21%-1.80%12.02%4.78%3.02%-2.31%13.14%-4.53%4.97%-9.24%4.11%
20201.89%-6.36%-53.48%36.79%-3.50%12.20%-6.30%7.67%-9.10%-7.36%31.57%5.44%
20197.55%2.48%6.26%4.22%-9.33%10.24%-0.64%7.08%6.31%0.97%-0.69%-2.76%
2018-3.33%-2.84%6.67%-0.81%0.44%-0.98%2.22%4.24%-0.22%-4.19%1.45%-6.81%
2017-1.96%1.00%1.18%4.21%4.52%0.29%-0.43%3.94%-0.63%0.43%3.21%-3.42%
2016-9.08%-9.80%15.03%21.72%3.03%0.58%-0.14%0.73%-0.44%1.54%-4.79%2.39%
20150.71%3.05%-2.41%-2.76%4.19%-0.99%-7.34%-3.43%4.53%0.27%-4.79%

AJXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Great Ajax Corp. Sharpe ratio is -0.63. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.63
-0.25
AJX (Great Ajax Corp.)
Benchmark (^GSPC)

AJXDividend History

Great Ajax Corp. granted a 10.33% dividend yield in the last twelve months. The annual payout for that period amounted to $1.07 per share.


PeriodTTM2021202020192018201720162015
Dividend$1.07$0.81$0.83$1.29$1.17$1.09$0.95$0.62

Dividend yield

10.33%6.53%8.95%10.73%13.19%11.63%11.48%8.76%

AJXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-23.77%
-12.22%
AJX (Great Ajax Corp.)
Benchmark (^GSPC)

AJXWorst Drawdowns

The table below shows the maximum drawdowns of the Great Ajax Corp.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Great Ajax Corp. is 72.77%, recorded on Mar 18, 2020. It took 352 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.77%Oct 22, 2019102Mar 18, 2020352Aug 10, 2021454
-35.91%Nov 8, 2021129May 12, 2022
-35.27%Apr 7, 2015228Mar 1, 201643May 2, 2016271
-14.35%Sep 7, 201875Dec 24, 201851Mar 11, 2019126
-11.45%Dec 6, 201743Feb 7, 2018132Aug 16, 2018175
-9.33%May 1, 201922May 31, 201941Jul 30, 201963
-8.18%Oct 25, 201628Dec 2, 201697Apr 25, 2017125
-6.43%Jun 10, 20162Jun 13, 201629Jul 25, 201631
-6.39%Jul 26, 201635Sep 13, 201629Oct 24, 201664
-6.09%Sep 1, 202115Sep 22, 202121Oct 21, 202136

AJXVolatility Chart

Current Great Ajax Corp. volatility is 42.98%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%MarchAprilMayJuneJulyAugust
42.98%
16.23%
AJX (Great Ajax Corp.)
Benchmark (^GSPC)