Blackbaud Inc (BLKB)
78.03
-0.40
(-0.51%)
USD |
NASDAQ |
May 03, 16:00
77.96
-0.07
(-0.09%)
After-Hours: 20:00
Blackbaud Max Drawdown (5Y): 65.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.76% |
March 31, 2024 | 65.76% |
February 29, 2024 | 65.76% |
January 31, 2024 | 65.76% |
December 31, 2023 | 65.76% |
November 30, 2023 | 65.76% |
October 31, 2023 | 65.76% |
September 30, 2023 | 65.76% |
August 31, 2023 | 65.76% |
July 31, 2023 | 65.76% |
June 30, 2023 | 65.76% |
May 31, 2023 | 65.76% |
April 30, 2023 | 65.76% |
March 31, 2023 | 65.76% |
February 28, 2023 | 65.76% |
January 31, 2023 | 65.76% |
December 31, 2022 | 65.76% |
November 30, 2022 | 65.76% |
October 31, 2022 | 65.76% |
September 30, 2022 | 65.76% |
August 31, 2022 | 65.76% |
July 31, 2022 | 65.76% |
June 30, 2022 | 65.76% |
May 31, 2022 | 65.76% |
April 30, 2022 | 65.76% |
Date | Value |
---|---|
March 31, 2022 | 65.76% |
February 28, 2022 | 65.76% |
January 31, 2022 | 65.76% |
December 31, 2021 | 65.76% |
November 30, 2021 | 65.76% |
October 31, 2021 | 65.76% |
September 30, 2021 | 65.76% |
August 31, 2021 | 65.76% |
July 31, 2021 | 65.76% |
June 30, 2021 | 65.76% |
May 31, 2021 | 65.76% |
April 30, 2021 | 65.76% |
March 31, 2021 | 65.76% |
February 28, 2021 | 65.76% |
January 31, 2021 | 65.76% |
December 31, 2020 | 65.76% |
November 30, 2020 | 65.76% |
October 31, 2020 | 65.76% |
September 30, 2020 | 65.76% |
August 31, 2020 | 65.76% |
July 31, 2020 | 65.76% |
June 30, 2020 | 65.76% |
May 31, 2020 | 65.76% |
April 30, 2020 | 65.76% |
March 31, 2020 | 65.76% |
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
50.45%
Minimum
May 2019
65.76%
Maximum
Mar 2020
63.20%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Microsoft Corp | 37.14% |
Cadence Design Systems Inc | 32.12% |
CommVault Systems Inc | 61.24% |
MicroStrategy Inc | 89.27% |
PTC Inc | 54.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.58 |
Beta (5Y) | 1.014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.29% |
Historical Sharpe Ratio (5Y) | -0.0663 |
Historical Sortino (5Y) | -0.1012 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |