Blackstone Mortgage Trust Inc (BXMT)
18.36
-0.06
(-0.33%)
USD |
NYSE |
May 17, 16:00
18.49
+0.13
(+0.71%)
Pre-Market: 08:06
Blackstone Mortgage Trust Max Drawdown (5Y): 67.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.86% |
March 31, 2024 | 67.86% |
February 29, 2024 | 67.86% |
January 31, 2024 | 67.86% |
December 31, 2023 | 67.86% |
November 30, 2023 | 67.86% |
October 31, 2023 | 67.86% |
September 30, 2023 | 67.86% |
August 31, 2023 | 67.86% |
July 31, 2023 | 67.86% |
June 30, 2023 | 67.86% |
May 31, 2023 | 67.86% |
April 30, 2023 | 67.86% |
March 31, 2023 | 67.86% |
February 28, 2023 | 67.86% |
January 31, 2023 | 67.86% |
December 31, 2022 | 67.86% |
November 30, 2022 | 67.86% |
October 31, 2022 | 67.86% |
September 30, 2022 | 67.86% |
August 31, 2022 | 67.86% |
July 31, 2022 | 67.86% |
June 30, 2022 | 67.86% |
May 31, 2022 | 67.86% |
April 30, 2022 | 67.86% |
Date | Value |
---|---|
March 31, 2022 | 67.86% |
February 28, 2022 | 67.86% |
January 31, 2022 | 67.86% |
December 31, 2021 | 67.86% |
November 30, 2021 | 67.86% |
October 31, 2021 | 67.86% |
September 30, 2021 | 67.86% |
August 31, 2021 | 67.86% |
July 31, 2021 | 67.86% |
June 30, 2021 | 67.86% |
May 31, 2021 | 67.86% |
April 30, 2021 | 67.86% |
March 31, 2021 | 67.86% |
February 28, 2021 | 67.86% |
January 31, 2021 | 67.86% |
December 31, 2020 | 67.86% |
November 30, 2020 | 67.86% |
October 31, 2020 | 67.86% |
September 30, 2020 | 67.86% |
August 31, 2020 | 67.86% |
July 31, 2020 | 67.86% |
June 30, 2020 | 67.86% |
May 31, 2020 | 67.86% |
April 30, 2020 | 67.86% |
March 31, 2020 | 67.86% |
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
23.45%
Minimum
May 2019
67.86%
Maximum
Mar 2020
60.46%
Average
67.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CBRE Group Inc | 53.57% |
KKR Real Estate Finance Trust Inc | 55.29% |
Seven Hills Realty Trust | 68.25% |
Strawberry Fields REIT Inc | -- |
Bluerock Homes Trust Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.38 |
Beta (5Y) | 1.439 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.61% |
Historical Sharpe Ratio (5Y) | -0.1731 |
Historical Sortino (5Y) | -0.1874 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |