BlackLine Inc (BL)
46.26
-3.18
(-6.43%)
USD |
NASDAQ |
Apr 03, 12:03
BlackLine Max Drawdown (5Y): 70.91% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Paylocity Holding Corp | 56.88% |
| CommVault Systems Inc | 50.68% |
| Intuit Inc | 49.01% |
| Ncino Inc | -- |
| Vertex Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.83 |
| Beta (5Y) | 0.9747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.87% |
| Historical Sharpe Ratio (5Y) | -0.1122 |
| Historical Sortino (5Y) | -0.1898 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.43% |