BlackRock Inc (BLK)
889.09
-0.86
(-0.10%)
USD |
NYSE |
Apr 15, 16:00
882.00
-7.09
(-0.80%)
After-Hours: 20:00
BlackRock Max Drawdown (5Y): 43.88% 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
| Morgan Stanley | 40.76% |
| Charles Schwab Corp | 49.70% |
| State Street Corp | 50.75% |
| Bank of America Corp | 46.63% |
| Interactive Brokers Group Inc | 52.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.195 |
| Beta (5Y) | 1.380 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
| Historical Sharpe Ratio (5Y) | 0.6043 |
| Historical Sortino (5Y) | 1.104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.03% |