BOK Financial Corp (BOKF)
92.18
+0.30
(+0.33%)
USD |
NASDAQ |
May 03, 16:00
92.18
0.00 (0.00%)
After-Hours: 18:11
BOK Financial Max Drawdown (5Y): 64.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.97% |
March 31, 2024 | 64.97% |
February 29, 2024 | 64.97% |
January 31, 2024 | 64.97% |
December 31, 2023 | 64.97% |
November 30, 2023 | 64.97% |
October 31, 2023 | 64.97% |
September 30, 2023 | 64.97% |
August 31, 2023 | 64.97% |
July 31, 2023 | 64.97% |
June 30, 2023 | 64.97% |
May 31, 2023 | 64.97% |
April 30, 2023 | 64.97% |
March 31, 2023 | 64.97% |
February 28, 2023 | 64.97% |
January 31, 2023 | 64.97% |
December 31, 2022 | 64.97% |
November 30, 2022 | 64.97% |
October 31, 2022 | 64.97% |
September 30, 2022 | 64.97% |
August 31, 2022 | 64.97% |
July 31, 2022 | 64.97% |
June 30, 2022 | 64.97% |
May 31, 2022 | 64.97% |
April 30, 2022 | 64.97% |
Date | Value |
---|---|
March 31, 2022 | 64.97% |
February 28, 2022 | 64.97% |
January 31, 2022 | 64.97% |
December 31, 2021 | 64.97% |
November 30, 2021 | 64.97% |
October 31, 2021 | 64.97% |
September 30, 2021 | 64.97% |
August 31, 2021 | 64.97% |
July 31, 2021 | 64.97% |
June 30, 2021 | 64.97% |
May 31, 2021 | 64.97% |
April 30, 2021 | 64.97% |
March 31, 2021 | 64.97% |
February 28, 2021 | 64.97% |
January 31, 2021 | 64.97% |
December 31, 2020 | 64.97% |
November 30, 2020 | 64.97% |
October 31, 2020 | 64.97% |
September 30, 2020 | 64.97% |
August 31, 2020 | 64.97% |
July 31, 2020 | 64.97% |
June 30, 2020 | 64.97% |
May 31, 2020 | 64.97% |
April 30, 2020 | 64.97% |
March 31, 2020 | 64.97% |
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
37.72%
Minimum
May 2019
64.97%
Maximum
Mar 2020
60.43%
Average
64.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fifth Third Bancorp | 64.07% |
Banc of California Inc | 69.80% |
Old Second Bancorp Inc | 60.07% |
Texas Capital Bancshares Inc | 81.15% |
Wintrust Financial Corp | 74.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.42 |
Beta (5Y) | 1.199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.69% |
Historical Sharpe Ratio (5Y) | 0.0243 |
Historical Sortino (5Y) | 0.0327 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.35% |