Blackbaud Inc (BLKB)
85.37
+2.35
(+2.83%)
USD |
NASDAQ |
Nov 21, 16:00
85.42
+0.05
(+0.06%)
After-Hours: 20:00
Blackbaud Max Drawdown (5Y): 65.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.76% |
| September 30, 2024 | 65.76% |
| August 31, 2024 | 65.76% |
| July 31, 2024 | 65.76% |
| June 30, 2024 | 65.76% |
| May 31, 2024 | 65.76% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.76%
Maximum
Mar 2020
64.74%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| CommVault Systems Inc | 61.24% |
| Automatic Data Processing Inc | 39.40% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.75 |
| Beta (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.84% |
| Historical Sharpe Ratio (5Y) | -0.13 |
| Historical Sortino (5Y) | -0.1912 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |