Bank of Hawaii Corp (BOH)
59.11
+0.44
(+0.75%)
USD |
NYSE |
Apr 25, 16:00
59.10
-0.01
(-0.02%)
Pre-Market: 20:00
Bank of Hawaii Max Drawdown (5Y): 62.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 49.85% |
| July 31, 2020 | 49.85% |
| June 30, 2020 | 49.85% |
| May 31, 2020 | 49.85% |
| April 30, 2020 | 49.85% |
| March 31, 2020 | 49.85% |
| February 29, 2020 | 26.54% |
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
26.54%
Minimum
Apr 2019
62.63%
Maximum
May 2023
47.92%
Average
49.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Zions Bancorp NA | 72.22% |
| Columbia Banking System Inc | 63.57% |
| Heritage Commerce Corp | 62.02% |
| Sandy Spring Bancorp Inc | 59.16% |
| Washington Trust Bancorp Inc | 60.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.71 |
| Beta (5Y) | 1.064 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.65% |
| Historical Sharpe Ratio (5Y) | -0.0693 |
| Historical Sortino (5Y) | -0.101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.86% |