BancFirst Corp (BANF)
83.85
+2.45 (+3.01%)
USD |
NASDAQ |
Mar 24, 16:00
83.71
-0.14 (-0.17%)
After-Hours: 20:00
BancFirst Max Drawdown (5Y): 57.10% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 57.10% |
| January 31, 2023 | 57.10% |
| December 31, 2022 | 57.10% |
| November 30, 2022 | 57.10% |
| October 31, 2022 | 57.10% |
| September 30, 2022 | 57.10% |
| August 31, 2022 | 57.10% |
| July 31, 2022 | 57.10% |
| June 30, 2022 | 57.10% |
| May 31, 2022 | 57.10% |
| April 30, 2022 | 57.10% |
| March 31, 2022 | 57.10% |
| February 28, 2022 | 57.10% |
| January 31, 2022 | 57.10% |
| December 31, 2021 | 57.10% |
| November 30, 2021 | 57.10% |
| October 31, 2021 | 57.10% |
| September 30, 2021 | 57.10% |
| August 31, 2021 | 57.10% |
| July 31, 2021 | 57.10% |
| June 30, 2021 | 57.10% |
| May 31, 2021 | 57.10% |
| April 30, 2021 | 57.10% |
| March 31, 2021 | 57.10% |
| February 28, 2021 | 57.10% |
| Date | Value |
|---|---|
| January 31, 2021 | 57.10% |
| December 31, 2020 | 57.10% |
| November 30, 2020 | 57.10% |
| October 31, 2020 | 57.10% |
| September 30, 2020 | 57.10% |
| August 31, 2020 | 57.10% |
| July 31, 2020 | 57.10% |
| June 30, 2020 | 57.10% |
| May 31, 2020 | 57.10% |
| April 30, 2020 | 57.10% |
| March 31, 2020 | 57.10% |
| February 29, 2020 | 24.54% |
| January 31, 2020 | 24.54% |
| December 31, 2019 | 24.54% |
| November 30, 2019 | 24.54% |
| October 31, 2019 | 24.54% |
| September 30, 2019 | 24.54% |
| August 31, 2019 | 24.54% |
| July 31, 2019 | 24.54% |
| June 30, 2019 | 24.54% |
| May 31, 2019 | 24.54% |
| April 30, 2019 | 24.54% |
| March 31, 2019 | 24.54% |
| February 28, 2019 | 24.54% |
| January 31, 2019 | 24.54% |
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
24.11%
Minimum
May 2018
57.10%
Maximum
Mar 2020
44.17%
Average
57.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Red River Bancshares Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 40.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.167 |
| Beta (5Y) | 1.073 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.68% |
| Historical Sharpe Ratio (5Y) | 0.5221 |
| Historical Sortino (5Y) | 0.6311 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |