BancFirst Corp (BANF)
89.02
-0.30
(-0.34%)
USD |
NASDAQ |
Apr 26, 11:04
BancFirst Max Drawdown (5Y): 57.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.10% |
February 29, 2024 | 57.10% |
January 31, 2024 | 57.10% |
December 31, 2023 | 57.10% |
November 30, 2023 | 57.10% |
October 31, 2023 | 57.10% |
September 30, 2023 | 57.10% |
August 31, 2023 | 57.10% |
July 31, 2023 | 57.10% |
June 30, 2023 | 57.10% |
May 31, 2023 | 57.10% |
April 30, 2023 | 57.10% |
March 31, 2023 | 57.10% |
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% |
Date | Value |
---|---|
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% |
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% |
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
24.54%
Minimum
Apr 2019
57.10%
Maximum
Mar 2020
51.13%
Average
57.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 44.54% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.748 |
Beta (5Y) | 1.092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.16% |
Historical Sharpe Ratio (5Y) | 0.318 |
Historical Sortino (5Y) | 0.4103 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.21% |