Bank OZK (OZK)
48.35
+0.66
(+1.38%)
USD |
NASDAQ |
Nov 21, 16:00
48.16
-0.19
(-0.39%)
Pre-Market: 08:39
Bank OZK Max Drawdown (5Y): 70.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.41% |
| September 30, 2024 | 70.41% |
| August 31, 2024 | 70.41% |
| July 31, 2024 | 70.41% |
| June 30, 2024 | 70.41% |
| May 31, 2024 | 70.41% |
| April 30, 2024 | 70.41% |
| March 31, 2024 | 70.41% |
| February 29, 2024 | 70.41% |
| January 31, 2024 | 70.41% |
| December 31, 2023 | 70.41% |
| November 30, 2023 | 70.41% |
| October 31, 2023 | 70.41% |
| September 30, 2023 | 70.41% |
| August 31, 2023 | 70.41% |
| July 31, 2023 | 70.41% |
| June 30, 2023 | 70.41% |
| May 31, 2023 | 70.41% |
| April 30, 2023 | 70.41% |
| March 31, 2023 | 70.41% |
| February 28, 2023 | 70.41% |
| January 31, 2023 | 70.41% |
| December 31, 2022 | 70.41% |
| November 30, 2022 | 70.41% |
| October 31, 2022 | 70.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.41% |
| August 31, 2022 | 70.41% |
| July 31, 2022 | 70.41% |
| June 30, 2022 | 70.41% |
| May 31, 2022 | 70.41% |
| April 30, 2022 | 70.41% |
| March 31, 2022 | 70.41% |
| February 28, 2022 | 70.41% |
| January 31, 2022 | 70.41% |
| December 31, 2021 | 70.41% |
| November 30, 2021 | 70.41% |
| October 31, 2021 | 70.41% |
| September 30, 2021 | 70.41% |
| August 31, 2021 | 70.41% |
| July 31, 2021 | 70.41% |
| June 30, 2021 | 70.41% |
| May 31, 2021 | 70.41% |
| April 30, 2021 | 70.41% |
| March 31, 2021 | 70.41% |
| February 28, 2021 | 70.41% |
| January 31, 2021 | 70.41% |
| December 31, 2020 | 70.41% |
| November 30, 2020 | 70.41% |
| October 31, 2020 | 70.41% |
| September 30, 2020 | 70.41% |
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
61.33%
Minimum
Nov 2019
70.41%
Maximum
Apr 2020
69.79%
Average
70.41%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Fifth Third Bancorp | 64.07% |
| U.S. Bancorp | 52.12% |
| Truist Financial Corp | 59.10% |
| Huntington Bancshares Inc | 55.00% |
| Citizens Financial Services Inc | 54.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.150 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.98% |
| Historical Sharpe Ratio (5Y) | 0.2718 |
| Historical Sortino (5Y) | 0.429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |