Bank of Queensland Ltd. (BKQNY)
9.345
0.00 (0.00%)
USD |
OTCM |
May 08, 16:00
Bank of Queensland Max Drawdown (5Y) : 46.97% for April 30, 2026
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Commonwealth Bank of Australia | 26.47% |
| National Australia Bank Ltd. | 30.12% |
| Westpac Banking Corp. | 43.32% |
| ANZ Group Holdings Ltd. | 32.24% |
| Bendigo & Adelaide Bank Ltd. | 32.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.09 |
| Beta (5Y) | 0.4178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.38% |
| Historical Sharpe Ratio (5Y) | -0.2893 |
| Historical Sortino (5Y) | -0.5303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.70% |