BlackRock Inc (BLK)

1028.69 +12.36 (+1.22%) USD  |  NYSE  |  Dec 20, 16:00
1032.00 +3.31 (+0.32%) After-Hours: 20:00
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BlackRock Max Drawdown (5Y): 43.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Morgan Stanley 51.33%
Charles Schwab Corp 51.08%
State Street Corp 59.60%
Interactive Brokers Group Inc 55.08%
Robinhood Markets Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.9926
Beta (5Y) 1.287
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.63%
Historical Sharpe Ratio (5Y) 0.5119
Historical Sortino (5Y) 0.7842
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.62%