BOK Financial Corp (BOKF)
115.65
+1.34
(+1.17%)
USD |
NASDAQ |
Nov 21, 16:00
115.59
-0.06
(-0.05%)
After-Hours: 20:00
BOK Financial Max Drawdown (5Y): 64.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.97% |
September 30, 2024 | 64.97% |
August 31, 2024 | 64.97% |
July 31, 2024 | 64.97% |
June 30, 2024 | 64.97% |
May 31, 2024 | 64.97% |
April 30, 2024 | 64.97% |
March 31, 2024 | 64.97% |
February 29, 2024 | 64.97% |
January 31, 2024 | 64.97% |
December 31, 2023 | 64.97% |
November 30, 2023 | 64.97% |
October 31, 2023 | 64.97% |
September 30, 2023 | 64.97% |
August 31, 2023 | 64.97% |
July 31, 2023 | 64.97% |
June 30, 2023 | 64.97% |
May 31, 2023 | 64.97% |
April 30, 2023 | 64.97% |
March 31, 2023 | 64.97% |
February 28, 2023 | 64.97% |
January 31, 2023 | 64.97% |
December 31, 2022 | 64.97% |
November 30, 2022 | 64.97% |
October 31, 2022 | 64.97% |
Date | Value |
---|---|
September 30, 2022 | 64.97% |
August 31, 2022 | 64.97% |
July 31, 2022 | 64.97% |
June 30, 2022 | 64.97% |
May 31, 2022 | 64.97% |
April 30, 2022 | 64.97% |
March 31, 2022 | 64.97% |
February 28, 2022 | 64.97% |
January 31, 2022 | 64.97% |
December 31, 2021 | 64.97% |
November 30, 2021 | 64.97% |
October 31, 2021 | 64.97% |
September 30, 2021 | 64.97% |
August 31, 2021 | 64.97% |
July 31, 2021 | 64.97% |
June 30, 2021 | 64.97% |
May 31, 2021 | 64.97% |
April 30, 2021 | 64.97% |
March 31, 2021 | 64.97% |
February 28, 2021 | 64.97% |
January 31, 2021 | 64.97% |
December 31, 2020 | 64.97% |
November 30, 2020 | 64.97% |
October 31, 2020 | 64.97% |
September 30, 2020 | 64.97% |
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
37.72%
Minimum
Nov 2019
64.97%
Maximum
Mar 2020
63.16%
Average
64.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BancFirst Corp | 57.10% |
Synovus Financial Corp | 75.91% |
Texas Capital Bancshares Inc | 81.15% |
Prosperity Bancshares Inc | 42.29% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.130 |
Beta (5Y) | 1.173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.98% |
Historical Sharpe Ratio (5Y) | 0.18 |
Historical Sortino (5Y) | 0.2438 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.35% |