Home BancShares Inc (HOMB)
24.80
+0.11
(+0.45%)
USD |
NYSE |
Apr 24, 16:00
24.80
0.00 (0.00%)
After-Hours: 18:18
Home BancShares Max Drawdown (5Y): 62.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.98% |
February 29, 2024 | 62.98% |
January 31, 2024 | 62.98% |
December 31, 2023 | 62.98% |
November 30, 2023 | 62.98% |
October 31, 2023 | 62.98% |
September 30, 2023 | 62.98% |
August 31, 2023 | 62.98% |
July 31, 2023 | 62.98% |
June 30, 2023 | 62.98% |
May 31, 2023 | 62.98% |
April 30, 2023 | 62.98% |
March 31, 2023 | 62.98% |
February 28, 2023 | 62.98% |
January 31, 2023 | 62.98% |
December 31, 2022 | 62.98% |
November 30, 2022 | 62.98% |
October 31, 2022 | 62.98% |
September 30, 2022 | 62.98% |
August 31, 2022 | 62.98% |
July 31, 2022 | 62.98% |
June 30, 2022 | 62.98% |
May 31, 2022 | 62.98% |
April 30, 2022 | 62.98% |
March 31, 2022 | 62.98% |
Date | Value |
---|---|
February 28, 2022 | 62.98% |
January 31, 2022 | 62.98% |
December 31, 2021 | 62.98% |
November 30, 2021 | 62.98% |
October 31, 2021 | 62.98% |
September 30, 2021 | 62.98% |
August 31, 2021 | 62.98% |
July 31, 2021 | 62.98% |
June 30, 2021 | 62.98% |
May 31, 2021 | 62.98% |
April 30, 2021 | 62.98% |
March 31, 2021 | 62.98% |
February 28, 2021 | 62.98% |
January 31, 2021 | 62.98% |
December 31, 2020 | 62.98% |
November 30, 2020 | 62.98% |
October 31, 2020 | 62.98% |
September 30, 2020 | 62.98% |
August 31, 2020 | 62.98% |
July 31, 2020 | 62.98% |
June 30, 2020 | 62.98% |
May 31, 2020 | 62.98% |
April 30, 2020 | 62.98% |
March 31, 2020 | 62.98% |
February 29, 2020 | 45.43% |
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
45.43%
Minimum
Apr 2019
62.98%
Maximum
Mar 2020
59.76%
Average
62.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.406 |
Beta (5Y) | 1.107 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.92% |
Historical Sharpe Ratio (5Y) | 0.2519 |
Historical Sortino (5Y) | 0.3555 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.65% |