Blackstone Mortgage Trust, Inc. (BXMT)
14.12
-0.15
(-1.05%)
USD |
NYSE |
Aug 24, 16:00
14.15
+0.03
(+0.21%)
Pre-Market: 09:27
Blackstone Mortgage Trust Max Drawdown (5Y) : 46.57% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 46.57% |
| June 30, 2026 | 46.57% |
| May 31, 2026 | 46.57% |
| April 30, 2026 | 46.57% |
| March 31, 2026 | 46.57% |
| February 28, 2026 | 46.57% |
| January 31, 2026 | 46.57% |
| December 31, 2025 | 46.57% |
| November 30, 2025 | 46.57% |
| October 31, 2025 | 46.57% |
| September 30, 2025 | 46.57% |
| August 31, 2025 | 46.57% |
| July 31, 2025 | 46.57% |
| June 30, 2025 | 46.57% |
| May 31, 2025 | 46.57% |
| April 30, 2025 | 46.57% |
| March 31, 2025 | 61.23% |
| February 28, 2025 | 67.86% |
| January 31, 2025 | 67.86% |
| December 31, 2024 | 67.86% |
| November 30, 2024 | 67.86% |
| October 31, 2024 | 67.86% |
| September 30, 2024 | 67.86% |
| August 31, 2024 | 67.86% |
| July 31, 2024 | 67.86% |
| Date | Value |
|---|---|
| June 30, 2024 | 67.86% |
| May 31, 2024 | 67.86% |
| April 30, 2024 | 67.86% |
| March 31, 2024 | 67.86% |
| February 29, 2024 | 67.86% |
| January 31, 2024 | 67.86% |
| December 31, 2023 | 67.86% |
| November 30, 2023 | 67.86% |
| October 31, 2023 | 67.86% |
| September 30, 2023 | 67.86% |
| August 31, 2023 | 67.86% |
| July 31, 2023 | 67.86% |
| June 30, 2023 | 67.86% |
| May 31, 2023 | 67.86% |
| April 30, 2023 | 67.86% |
| March 31, 2023 | 67.86% |
| February 28, 2023 | 67.86% |
| January 31, 2023 | 67.86% |
| December 31, 2022 | 67.86% |
| November 30, 2022 | 67.86% |
| October 31, 2022 | 67.86% |
| September 30, 2022 | 67.86% |
| August 31, 2022 | 67.86% |
| July 31, 2022 | 67.86% |
| June 30, 2022 | 67.86% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Rithm Capital Corp. | 50.12% |
| Angel Oak Mortgage REIT, Inc. | 71.20% |
| AGNC Investment Corp. | 54.54% |
| Chimera Investment Corp. | 72.11% |
| Dynex Capital, Inc. | 38.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.40 |
| Beta (5Y) | 0.9157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.43% |
| Historical Sharpe Ratio (5Y) | -0.4082 |
| Historical Sortino (5Y) | -0.6422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.63% |