Blackstone Inc (BX)
166.74
+1.90
(+1.15%)
USD |
NYSE |
Feb 18, 16:00
166.74
0.00 (0.00%)
After-Hours: 20:00
Blackstone Max Drawdown (5Y): 49.26% for Jan. 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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Max Drawdown (5Y) Benchmarks
KKR & Co Inc | 47.92% |
Apollo Global Management Inc | 53.48% |
Ares Management Corp | 43.97% |
The Carlyle Group Inc | 56.71% |
TPG Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.251 |
Beta (5Y) | 1.534 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.58% |
Historical Sharpe Ratio (5Y) | 0.7214 |
Historical Sortino (5Y) | 1.363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.07% |