BOK Financial Corp (BOKF)

109.73 +1.55 (+1.43%) USD  |  NASDAQ  |  Dec 20, 16:00
109.76 +0.03 (+0.03%) After-Hours: 20:00
More

BOK Financial Max Drawdown (5Y): 64.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BOKF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
BancFirst Corp 57.10%
PNC Financial Services Group Inc 49.58%
Synovus Financial Corp 75.91%
Texas Capital Bancshares Inc 81.15%
Prosperity Bancshares Inc 42.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.083
Beta (5Y) 1.183
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.06%
Historical Sharpe Ratio (5Y) 0.1975
Historical Sortino (5Y) 0.266
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.35%