Blackstone Inc (BX)
199.05
+5.04
(+2.60%)
USD |
NYSE |
Nov 22, 16:00
199.15
+0.10
(+0.05%)
After-Hours: 20:00
Blackstone Max Drawdown (5Y): 49.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 49.26% |
September 30, 2024 | 49.26% |
August 31, 2024 | 49.26% |
July 31, 2024 | 49.26% |
June 30, 2024 | 49.26% |
May 31, 2024 | 49.26% |
April 30, 2024 | 49.26% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
49.26%
Maximum
Dec 2022
46.01%
Average
44.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Goldman Sachs Group Inc | 48.75% |
KKR & Co Inc | 47.92% |
Apollo Global Management Inc | 53.48% |
The Carlyle Group Inc | 56.71% |
TPG Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.947 |
Beta (5Y) | 1.494 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.68% |
Historical Sharpe Ratio (5Y) | 0.7492 |
Historical Sortino (5Y) | 1.185 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.36% |