Block Inc (SQ)
70.42
-1.64
(-2.28%)
USD |
NYSE |
Apr 19, 16:00
70.20
-0.22
(-0.31%)
After-Hours: 19:47
Block Max Drawdown (5Y): 86.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.08% |
| February 29, 2024 | 86.08% |
| January 31, 2024 | 86.08% |
| December 31, 2023 | 86.08% |
| November 30, 2023 | 86.08% |
| October 31, 2023 | 86.08% |
| September 30, 2023 | 84.34% |
| August 31, 2023 | 81.72% |
| July 31, 2023 | 81.72% |
| June 30, 2023 | 81.72% |
| May 31, 2023 | 81.72% |
| April 30, 2023 | 81.72% |
| March 31, 2023 | 81.72% |
| February 28, 2023 | 81.72% |
| January 31, 2023 | 81.72% |
| December 31, 2022 | 81.72% |
| November 30, 2022 | 81.72% |
| October 31, 2022 | 81.72% |
| September 30, 2022 | 80.79% |
| August 31, 2022 | 79.59% |
| July 31, 2022 | 79.59% |
| June 30, 2022 | 79.59% |
| May 31, 2022 | 74.73% |
| April 30, 2022 | 68.52% |
| March 31, 2022 | 68.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.52% |
| January 31, 2022 | 62.51% |
| December 31, 2021 | 61.53% |
| November 30, 2021 | 61.53% |
| October 31, 2021 | 61.53% |
| September 30, 2021 | 61.53% |
| August 31, 2021 | 61.53% |
| July 31, 2021 | 61.53% |
| June 30, 2021 | 61.53% |
| May 31, 2021 | 61.53% |
| April 30, 2021 | 61.53% |
| March 31, 2021 | 61.53% |
| February 28, 2021 | 61.53% |
| January 31, 2021 | 61.53% |
| December 31, 2020 | 61.53% |
| November 30, 2020 | 61.53% |
| October 31, 2020 | 61.53% |
| September 30, 2020 | 61.53% |
| August 31, 2020 | 61.53% |
| July 31, 2020 | 61.53% |
| June 30, 2020 | 61.53% |
| May 31, 2020 | 61.53% |
| April 30, 2020 | 61.53% |
| March 31, 2020 | 61.53% |
| February 29, 2020 | 48.77% |
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
48.77%
Minimum
Apr 2019
86.08%
Maximum
Oct 2023
67.54%
Average
61.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Shift4 Payments Inc | -- |
| PAR Technology Corp | 77.03% |
| Repay Holdings Corp | 84.30% |
| Uber Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.82 |
| Beta (5Y) | 2.549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.17% |
| Historical Sharpe Ratio (5Y) | 0.007 |
| Historical Sortino (5Y) | 0.0131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.41% |