Block Inc (SQ)

89.65 +2.01 (+2.29%) USD  |  NYSE  |  Dec 20, 16:00
90.38 +0.73 (+0.81%) After-Hours: 20:00
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Block Max Drawdown (5Y): 86.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MicroStrategy Inc 89.27%
Okta Inc 84.57%
BILL Holdings Inc 87.15%
Shift4 Payments Inc --
DocuSign Inc 87.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.69
Beta (5Y) 2.498
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 65.03%
Historical Sharpe Ratio (5Y) 0.0411
Historical Sortino (5Y) 0.077
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.41%