Bank OZK (OZK)
44.16
-0.45
(-1.01%)
USD |
NASDAQ |
Mar 20, 16:00
44.16
0.00 (0.00%)
After-Hours: 20:00
Bank OZK Max Drawdown (5Y): 70.41% for Feb. 28, 2025
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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
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Max Drawdown (5Y) Benchmarks
| M&T Bank Corp | 52.97% |
| Bank of America Corp | 48.93% |
| Bank of New York Mellon Corp | 50.50% |
| Citigroup Inc | 56.50% |
| JPMorgan Chase & Co | 43.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.422 |
| Beta (5Y) | 1.229 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.89% |
| Historical Sharpe Ratio (5Y) | 0.411 |
| Historical Sortino (5Y) | 0.7638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |