BlackLine Inc (BL)
57.37
-0.48
(-0.83%)
USD |
NASDAQ |
Apr 19, 16:00
57.43
+0.06
(+0.10%)
After-Hours: 20:00
BlackLine Max Drawdown (5Y): 68.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 56.26% |
| Date | Value |
|---|---|
| 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% |
| February 29, 2020 | 37.62% |
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
Apr 2019
68.03%
Maximum
Nov 2023
50.21%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Digital Turbine Inc | 97.39% |
| Intuit Inc | 49.01% |
| Box Inc | 68.56% |
| Calix Inc | 59.58% |
| DocuSign Inc | 87.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.405 |
| Beta (5Y) | 0.8642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.94% |
| Historical Sharpe Ratio (5Y) | 0.1252 |
| Historical Sortino (5Y) | 0.2163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.05% |