Blackstone Inc (BX)
123.81
-0.50
(-0.40%)
USD |
NYSE |
Apr 24, 16:00
123.67
-0.14
(-0.11%)
After-Hours: 20:00
Blackstone Max Drawdown (5Y): 49.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.26% |
February 29, 2024 | 49.26% |
January 31, 2024 | 49.26% |
December 31, 2023 | 49.26% |
November 30, 2023 | 49.26% |
October 31, 2023 | 49.26% |
September 30, 2023 | 49.26% |
August 31, 2023 | 49.26% |
July 31, 2023 | 49.26% |
June 30, 2023 | 49.26% |
May 31, 2023 | 49.26% |
April 30, 2023 | 49.26% |
March 31, 2023 | 49.26% |
February 28, 2023 | 49.26% |
January 31, 2023 | 49.26% |
December 31, 2022 | 49.26% |
November 30, 2022 | 44.05% |
October 31, 2022 | 44.05% |
September 30, 2022 | 44.05% |
August 31, 2022 | 44.05% |
July 31, 2022 | 44.05% |
June 30, 2022 | 44.05% |
May 31, 2022 | 44.05% |
April 30, 2022 | 44.05% |
March 31, 2022 | 44.05% |
Date | Value |
---|---|
February 28, 2022 | 44.05% |
January 31, 2022 | 44.05% |
December 31, 2021 | 44.05% |
November 30, 2021 | 44.05% |
October 31, 2021 | 44.05% |
September 30, 2021 | 44.05% |
August 31, 2021 | 44.05% |
July 31, 2021 | 44.05% |
June 30, 2021 | 44.05% |
May 31, 2021 | 44.05% |
April 30, 2021 | 44.05% |
March 31, 2021 | 44.05% |
February 28, 2021 | 44.05% |
January 31, 2021 | 44.05% |
December 31, 2020 | 44.05% |
November 30, 2020 | 44.05% |
October 31, 2020 | 44.05% |
September 30, 2020 | 44.05% |
August 31, 2020 | 44.05% |
July 31, 2020 | 44.05% |
June 30, 2020 | 44.05% |
May 31, 2020 | 44.05% |
April 30, 2020 | 44.05% |
March 31, 2020 | 44.05% |
February 29, 2020 | 43.53% |
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
43.53%
Minimum
Apr 2019
49.26%
Maximum
Dec 2022
45.34%
Average
44.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Goldman Sachs Group Inc | 48.75% |
Apollo Global Management Inc | 53.48% |
KKR & Co Inc | 47.92% |
Ares Management Corp | 43.97% |
American Express Co | 49.64% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.54 |
Beta (5Y) | 1.511 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.91% |
Historical Sharpe Ratio (5Y) | 0.8775 |
Historical Sortino (5Y) | 1.393 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.36% |