BlackRock Inc (BLK)
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Nov 04, 13:35
BlackRock Max Drawdown (5Y): 43.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.88% |
| September 30, 2024 | 43.88% |
| August 31, 2024 | 43.88% |
| July 31, 2024 | 43.88% |
| June 30, 2024 | 43.88% |
| May 31, 2024 | 43.88% |
| April 30, 2024 | 43.88% |
| March 31, 2024 | 43.88% |
| February 29, 2024 | 43.88% |
| January 31, 2024 | 43.88% |
| December 31, 2023 | 43.88% |
| November 30, 2023 | 43.88% |
| October 31, 2023 | 43.88% |
| September 30, 2023 | 43.88% |
| August 31, 2023 | 43.88% |
| July 31, 2023 | 43.88% |
| June 30, 2023 | 43.88% |
| May 31, 2023 | 43.88% |
| April 30, 2023 | 43.88% |
| March 31, 2023 | 43.88% |
| February 28, 2023 | 43.88% |
| January 31, 2023 | 43.88% |
| December 31, 2022 | 43.88% |
| November 30, 2022 | 43.88% |
| October 31, 2022 | 43.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.39% |
| August 31, 2022 | 42.39% |
| July 31, 2022 | 42.39% |
| June 30, 2022 | 42.39% |
| May 31, 2022 | 42.39% |
| April 30, 2022 | 42.39% |
| March 31, 2022 | 42.39% |
| February 28, 2022 | 42.39% |
| January 31, 2022 | 42.39% |
| December 31, 2021 | 42.39% |
| November 30, 2021 | 42.39% |
| October 31, 2021 | 42.39% |
| September 30, 2021 | 42.39% |
| August 31, 2021 | 42.39% |
| July 31, 2021 | 42.39% |
| June 30, 2021 | 42.39% |
| May 31, 2021 | 42.39% |
| April 30, 2021 | 42.39% |
| March 31, 2021 | 42.39% |
| February 28, 2021 | 42.39% |
| January 31, 2021 | 42.39% |
| December 31, 2020 | 42.39% |
| November 30, 2020 | 42.39% |
| October 31, 2020 | 42.39% |
| September 30, 2020 | 42.39% |
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
37.49%
Minimum
Nov 2019
43.88%
Maximum
Oct 2022
42.68%
Average
42.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Morgan Stanley | 51.33% |
| Charles Schwab Corp | 51.08% |
| Interactive Brokers Group Inc | 55.08% |
| Bank of New York Mellon Corp | 50.50% |
| Coinbase Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.123 |
| Beta (5Y) | 1.300 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.63% |
| Historical Sharpe Ratio (5Y) | 0.5342 |
| Historical Sortino (5Y) | 0.8184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.62% |