BlackLine Inc (BL)
62.60
-2.90 (-4.43%)
USD |
NASDAQ |
Mar 22, 16:00
62.60
0.00 (0.00%)
After-Hours: 20:00
BlackLine Max Drawdown (5Y): 67.40% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 37.62% |
| December 31, 2019 | 37.62% |
| November 30, 2019 | 37.62% |
| October 31, 2019 | 37.62% |
| September 30, 2019 | 37.62% |
| August 31, 2019 | 37.62% |
| July 31, 2019 | 37.62% |
| June 30, 2019 | 37.62% |
| May 31, 2019 | 37.62% |
| April 30, 2019 | 37.62% |
| March 31, 2019 | 37.62% |
| February 28, 2019 | 37.62% |
| January 31, 2019 | 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
25.80%
Minimum
Mar 2018
67.40%
Maximum
Nov 2022
42.15%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Intuit Inc | 49.01% |
| Autodesk Inc | 51.99% |
| Paylocity Holding Corp | 50.57% |
| Adobe Inc | 60.02% |
| SPS Commerce Inc | 47.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1548 |
| Beta (5Y) | 0.9103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.29% |
| Historical Sharpe Ratio (5Y) | 0.3882 |
| Historical Sortino (5Y) | 0.6401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.29% |