Home BancShares Inc (HOMB)
21.18
+0.23
(+1.10%)
USD |
NYSE |
Sep 25, 11:29
Home BancShares Max Drawdown (5Y): 62.98% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 45.43% |
| December 31, 2019 | 45.43% |
| November 30, 2019 | 45.43% |
| October 31, 2019 | 45.43% |
| September 30, 2019 | 45.43% |
| August 31, 2019 | 45.43% |
| July 31, 2019 | 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
27.36%
Minimum
Sep 2018
62.98%
Maximum
Mar 2020
57.13%
Average
62.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 41.33% |
| Blue Ridge Bankshares Inc | 59.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.11 |
| Beta (5Y) | 1.180 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.79% |
| Historical Sharpe Ratio (5Y) | 0.1663 |
| Historical Sortino (5Y) | 0.2321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |