Bank of Hawaii Corp (BOH)
79.74
+1.79
(+2.30%)
USD |
NYSE |
Nov 22, 11:29
Bank of Hawaii Max Drawdown (5Y): 62.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.63% |
September 30, 2024 | 62.63% |
August 31, 2024 | 62.63% |
July 31, 2024 | 62.63% |
June 30, 2024 | 62.63% |
May 31, 2024 | 62.63% |
April 30, 2024 | 62.63% |
March 31, 2024 | 62.63% |
February 29, 2024 | 62.63% |
January 31, 2024 | 62.63% |
December 31, 2023 | 62.63% |
November 30, 2023 | 62.63% |
October 31, 2023 | 62.63% |
September 30, 2023 | 62.63% |
August 31, 2023 | 62.63% |
July 31, 2023 | 62.63% |
June 30, 2023 | 62.63% |
May 31, 2023 | 62.63% |
April 30, 2023 | 49.85% |
March 31, 2023 | 49.85% |
February 28, 2023 | 49.85% |
January 31, 2023 | 49.85% |
December 31, 2022 | 49.85% |
November 30, 2022 | 49.85% |
October 31, 2022 | 49.85% |
Date | Value |
---|---|
September 30, 2022 | 49.85% |
August 31, 2022 | 49.85% |
July 31, 2022 | 49.85% |
June 30, 2022 | 49.85% |
May 31, 2022 | 49.85% |
April 30, 2022 | 49.85% |
March 31, 2022 | 49.85% |
February 28, 2022 | 49.85% |
January 31, 2022 | 49.85% |
December 31, 2021 | 49.85% |
November 30, 2021 | 49.85% |
October 31, 2021 | 49.85% |
September 30, 2021 | 49.85% |
August 31, 2021 | 49.85% |
July 31, 2021 | 49.85% |
June 30, 2021 | 49.85% |
May 31, 2021 | 49.85% |
April 30, 2021 | 49.85% |
March 31, 2021 | 49.85% |
February 28, 2021 | 49.85% |
January 31, 2021 | 49.85% |
December 31, 2020 | 49.85% |
November 30, 2020 | 49.85% |
October 31, 2020 | 49.85% |
September 30, 2020 | 49.85% |
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
26.54%
Minimum
Nov 2019
62.63%
Maximum
May 2023
52.13%
Average
49.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hope Bancorp Inc | 64.29% |
Cathay General Bancorp | 55.69% |
Eagle Bancorp Inc | 71.97% |
East West Bancorp Inc | 67.67% |
First Citizens BancShares Inc | 47.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.41 |
Beta (5Y) | 1.026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.39% |
Historical Sharpe Ratio (5Y) | -0.0524 |
Historical Sortino (5Y) | -0.0798 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.86% |