Block Inc (XYZ)
54.84
+0.51
(+0.94%)
USD |
NYSE |
Apr 01, 15:09
Block Max Drawdown (5Y): 86.08% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Dropbox Inc | 57.86% |
| Unity Software Inc | -- |
| Cadence Design Systems Inc | 29.59% |
| Intuit Inc | 49.01% |
| Strategy | 89.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.14 |
| Beta (5Y) | 2.769 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.88% |
| Historical Sharpe Ratio (5Y) | -0.0307 |
| Historical Sortino (5Y) | -0.0593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.86% |