BancFirst Corp (BANF)

118.84 +1.59 (+1.36%) USD  |  NASDAQ  |  Dec 20, 16:00
118.79 -0.05 (-0.04%) Pre-Market: 20:00
More

BancFirst Max Drawdown (5Y): 57.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BANF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
BOK Financial Corp 64.97%
Banc of California Inc 69.80%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.513
Beta (5Y) 1.049
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.65%
Historical Sharpe Ratio (5Y) 0.4389
Historical Sortino (5Y) 0.5903
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.21%