BOK Financial Corp. (BOKF)
128.36
+1.92
(+1.52%)
USD |
NASDAQ |
Oct 02, 16:00
128.32
-0.04
(-0.03%)
After-Hours: 20:00
BOK Financial Max Drawdown (5Y) : 42.75% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 42.75% |
| August 31, 2026 | 42.75% |
| July 31, 2026 | 42.75% |
| June 30, 2026 | 42.75% |
| May 31, 2026 | 42.75% |
| April 30, 2026 | 42.75% |
| March 31, 2026 | 42.75% |
| February 28, 2026 | 42.75% |
| January 31, 2026 | 42.75% |
| December 31, 2025 | 42.75% |
| November 30, 2025 | 42.75% |
| October 31, 2025 | 42.75% |
| September 30, 2025 | 45.60% |
| August 31, 2025 | 50.65% |
| July 31, 2025 | 50.65% |
| June 30, 2025 | 50.65% |
| May 31, 2025 | 50.65% |
| April 30, 2025 | 59.46% |
| March 31, 2025 | 59.46% |
| February 28, 2025 | 64.97% |
| January 31, 2025 | 64.97% |
| December 31, 2024 | 64.97% |
| November 30, 2024 | 64.97% |
| October 31, 2024 | 64.97% |
| September 30, 2024 | 64.97% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 64.97% |
| August 31, 2022 | 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| First Horizon Corp. (Tennessee) | 60.76% |
| Bank of America Corp. | 46.63% |
| Citigroup, Inc. | 47.80% |
| JPMorgan Chase & Co. | 38.75% |
| M&T Bank Corp. | 40.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.464 |
| Beta (5Y) | 0.8254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.93% |
| Historical Sharpe Ratio (5Y) | 0.2075 |
| Historical Sortino (5Y) | 0.3935 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.11% |