Bank OZK (OZK)

43.86 +0.43 (+0.99%) USD  |  NASDAQ  |  Dec 20, 16:00
43.85 -0.01 (-0.02%) After-Hours: 20:00
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Bank OZK Max Drawdown (5Y): 70.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Bank of America Corp 48.93%
Fifth Third Bancorp 64.07%
Farmers National Banc Corp 41.43%
Citizens Financial Services Inc 54.99%
U.S. Bancorp 52.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.208
Beta (5Y) 1.181
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.07%
Historical Sharpe Ratio (5Y) 0.3137
Historical Sortino (5Y) 0.4915
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.92%