BOK Financial Corp (BOKF)
105.91
+1.78
(+1.70%)
USD |
NASDAQ |
Nov 05, 11:42
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% |
| Prosperity Bancshares Inc | 42.29% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
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% |