BlackLine Inc (BL)
59.05
+0.15
(+0.25%)
USD |
NASDAQ |
May 16, 16:00
59.05
0.00 (0.00%)
After-Hours: 20:00
BlackLine Max Drawdown (5Y): 68.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.03% |
March 31, 2024 | 68.03% |
February 29, 2024 | 68.03% |
January 31, 2024 | 68.03% |
December 31, 2023 | 68.03% |
November 30, 2023 | 68.03% |
October 31, 2023 | 67.54% |
September 30, 2023 | 67.46% |
August 31, 2023 | 67.46% |
July 31, 2023 | 67.40% |
June 30, 2023 | 67.40% |
May 31, 2023 | 67.40% |
April 30, 2023 | 67.40% |
March 31, 2023 | 67.40% |
February 28, 2023 | 67.40% |
January 31, 2023 | 67.40% |
December 31, 2022 | 67.40% |
November 30, 2022 | 67.40% |
October 31, 2022 | 65.56% |
September 30, 2022 | 65.56% |
August 31, 2022 | 65.56% |
July 31, 2022 | 65.56% |
June 30, 2022 | 65.56% |
May 31, 2022 | 65.56% |
April 30, 2022 | 56.55% |
Date | Value |
---|---|
March 31, 2022 | 56.26% |
February 28, 2022 | 54.78% |
January 31, 2022 | 45.08% |
December 31, 2021 | 38.35% |
November 30, 2021 | 38.35% |
October 31, 2021 | 38.35% |
September 30, 2021 | 38.35% |
August 31, 2021 | 38.35% |
July 31, 2021 | 38.35% |
June 30, 2021 | 38.35% |
May 31, 2021 | 38.35% |
April 30, 2021 | 38.35% |
March 31, 2021 | 38.35% |
February 28, 2021 | 38.35% |
January 31, 2021 | 38.35% |
December 31, 2020 | 38.35% |
November 30, 2020 | 38.35% |
October 31, 2020 | 38.35% |
September 30, 2020 | 38.35% |
August 31, 2020 | 38.35% |
July 31, 2020 | 38.35% |
June 30, 2020 | 38.35% |
May 31, 2020 | 38.35% |
April 30, 2020 | 38.35% |
March 31, 2020 | 38.35% |
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
37.62%
Minimum
May 2019
68.03%
Maximum
Nov 2023
50.72%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Digital Turbine Inc | 98.11% |
Intuit Inc | 49.01% |
Box Inc | 68.56% |
Calix Inc | 65.32% |
DocuSign Inc | 87.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.187 |
Beta (5Y) | 0.8731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.06% |
Historical Sharpe Ratio (5Y) | 0.0139 |
Historical Sortino (5Y) | 0.0243 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.05% |