Blackboxstocks Inc (BLBX)
2.545
-0.06
(-2.16%)
USD |
NASDAQ |
Apr 19, 13:58
Blackboxstocks Max Drawdown (5Y): 98.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.79% |
| February 29, 2024 | 98.79% |
| January 31, 2024 | 98.79% |
| December 31, 2023 | 98.79% |
| November 30, 2023 | 98.79% |
| October 31, 2023 | 98.79% |
| September 30, 2023 | 98.79% |
| August 31, 2023 | 98.79% |
| July 31, 2023 | 98.79% |
| June 30, 2023 | 98.79% |
| May 31, 2023 | 98.79% |
| April 30, 2023 | 98.79% |
| March 31, 2023 | 98.79% |
| February 28, 2023 | 98.79% |
| January 31, 2023 | 98.79% |
| December 31, 2022 | 98.79% |
| November 30, 2022 | 98.79% |
| October 31, 2022 | 98.50% |
| September 30, 2022 | 97.78% |
| August 31, 2022 | 96.67% |
| July 31, 2022 | 96.67% |
| June 30, 2022 | 96.67% |
| May 31, 2022 | 96.67% |
| April 30, 2022 | 96.67% |
| March 31, 2022 | 96.67% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.67% |
| January 31, 2022 | 96.67% |
| December 31, 2021 | 96.67% |
| November 30, 2021 | 96.67% |
| October 31, 2021 | 96.67% |
| September 30, 2021 | 96.67% |
| August 31, 2021 | 96.67% |
| July 31, 2021 | 96.67% |
| June 30, 2021 | 96.67% |
| May 31, 2021 | 96.67% |
| April 30, 2021 | 96.67% |
| March 31, 2021 | 96.67% |
| February 28, 2021 | 93.97% |
| January 31, 2021 | 93.97% |
| December 31, 2020 | 93.97% |
| November 30, 2020 | 93.97% |
| October 31, 2020 | 93.97% |
| September 30, 2020 | 93.97% |
| August 31, 2020 | 93.97% |
| July 31, 2020 | 93.97% |
| June 30, 2020 | 93.97% |
| May 31, 2020 | 93.97% |
| April 30, 2020 | 93.97% |
| March 31, 2020 | 93.97% |
| February 29, 2020 | 93.97% |
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
76.36%
Minimum
Apr 2019
98.79%
Maximum
Dec 2022
95.08%
Average
96.67%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.21% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.71 |
| Beta (5Y) | 0.3422 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.6% |
| Historical Sharpe Ratio (5Y) | -0.3556 |
| Historical Sortino (5Y) | -0.7525 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.47% |