BOK Financial Corp. (BOKF)
127.59
+2.52
(+2.01%)
USD |
NASDAQ |
Mar 23, 15:03
BOK Financial Max Drawdown (5Y) : 42.75% for Feb. 28, 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| First Horizon Corp. (Tennessee) | 60.76% |
| Cullen/Frost Bankers, Inc. | 45.62% |
| M&T Bank Corp. | 40.69% |
| SouthState Bank Corp. | 32.69% |
| Texas Capital Bancshares, Inc. | 57.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.517 |
| Beta (5Y) | 0.8812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
| Historical Sharpe Ratio (5Y) | 0.2487 |
| Historical Sortino (5Y) | 0.4766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.11% |