Bank OZK (OZK)
37.85
-0.56
(-1.46%)
USD |
NASDAQ |
Jun 14, 16:00
37.86
+0.01
(+0.03%)
After-Hours: 20:00
Bank OZK Max Drawdown (5Y): 70.41% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 70.41% |
July 31, 2020 | 70.41% |
June 30, 2020 | 70.41% |
May 31, 2020 | 70.41% |
April 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
Jun 2019
70.41%
Maximum
Apr 2020
69.04%
Average
70.41%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
PNC Financial Services Group Inc | 49.58% |
Citigroup Inc | 56.50% |
Valley National Bancorp | 53.93% |
Wintrust Financial Corp | 74.50% |
South Plains Financial Inc | 46.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.969 |
Beta (5Y) | 1.199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.12% |
Historical Sharpe Ratio (5Y) | 0.2418 |
Historical Sortino (5Y) | 0.3774 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |