BlackLine Inc (BL)
61.69
+3.16
(+5.40%)
USD |
NASDAQ |
Nov 21, 16:00
61.68
0.00 (0.00%)
After-Hours: 20:00
BlackLine Max Drawdown (5Y): 70.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.91% |
| September 30, 2024 | 70.91% |
| August 31, 2024 | 70.91% |
| July 31, 2024 | 70.70% |
| June 30, 2024 | 70.70% |
| May 31, 2024 | 68.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
70.91%
Maximum
Aug 2024
54.00%
Average
61.06%
Median
Max Drawdown (5Y) Benchmarks
| Zuora Inc | -- |
| Paylocity Holding Corp | 56.88% |
| Global Business Travel Group Inc | -- |
| Autodesk Inc | 51.99% |
| Zoom Video Communications Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.51 |
| Beta (5Y) | 0.8983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.15% |
| Historical Sharpe Ratio (5Y) | 0.027 |
| Historical Sortino (5Y) | 0.0465 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.41% |