Blackstone Mortgage Trust Inc (BXMT)
18.25
-0.88
(-4.60%)
USD |
NYSE |
Apr 24, 16:00
18.24
-0.01
(-0.05%)
After-Hours: 20:00
Blackstone Mortgage Trust Max Drawdown (5Y): 67.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 67.86% |
April 30, 2022 | 67.86% |
March 31, 2022 | 67.86% |
Date | Value |
---|---|
February 28, 2022 | 67.86% |
January 31, 2022 | 67.86% |
December 31, 2021 | 67.86% |
November 30, 2021 | 67.86% |
October 31, 2021 | 67.86% |
September 30, 2021 | 67.86% |
August 31, 2021 | 67.86% |
July 31, 2021 | 67.86% |
June 30, 2021 | 67.86% |
May 31, 2021 | 67.86% |
April 30, 2021 | 67.86% |
March 31, 2021 | 67.86% |
February 28, 2021 | 67.86% |
January 31, 2021 | 67.86% |
December 31, 2020 | 67.86% |
November 30, 2020 | 67.86% |
October 31, 2020 | 67.86% |
September 30, 2020 | 67.86% |
August 31, 2020 | 67.86% |
July 31, 2020 | 67.86% |
June 30, 2020 | 67.86% |
May 31, 2020 | 67.86% |
April 30, 2020 | 67.86% |
March 31, 2020 | 67.86% |
February 29, 2020 | 23.45% |
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
23.45%
Minimum
Apr 2019
67.86%
Maximum
Mar 2020
59.72%
Average
67.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.95 |
Beta (5Y) | 1.424 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.50% |
Historical Sharpe Ratio (5Y) | -0.0921 |
Historical Sortino (5Y) | -0.0981 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |