The Buckle, Inc. (BKE)

New York Stock Exchange
USD
US1184401065
11 May 1992  –  17 May 2022

Performance

Annualized Return
14.76%
Sharpe Ratio
0.53
Maximum Drawdown
-71.08%

Metrics

Metric The Buckle, Inc.
Initial Balance $10,000
Final Balance $625,513
Returns   [View more details]
Month-To-Date 7.5%
Year-To-Date -20.24%
3M -10.67%
6M -31.18%
Annual Return (3Y) 31.39%
Annual Return (5Y) 25.84%
Annual Return (All) 14.76%
Risk   [View more details]
Annual Volatility 45.77%
Max Drawdown -71.08%
Sharpe Ratio 0.53
Sortino Ratio 0.77
Adjusted Sortino (S/√2) 0.55

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on May 1992.
  • Final balance: The amount of capital we've accrued over time as of May 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 30 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
The Buckle, Inc. -23.67% 31.39% 25.84% 6.38% 13.85% 14.76%

Annual Returns

Year The Buckle, Inc.
1992 90.23%
1993 -40.48%
1994 -32.81%
1995 65.12%
1996 40.85%
1997 174%
1998 5.11%
1999 -38.29%
2000 18.57%
2001 26.99%
2002 -19.28%
2003 23.63%
2004 35.36%
2005 11.04%
2006 70.42%
2007 -0.46%
2008 14.52%
2009 45.35%
2010 41.39%
2011 15.81%
2012 23.23%
2013 19.15%
2014 4.48%
2015 -36.87%
2016 -20.15%
2017 15.43%
2018 -7.89%
2019 55.52%
2020 24.97%
2021 49.48%
2022 -20.24%

The Buckle, Inc. had 22 positive years and 9 negative years. That's a positive ratio of 71%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1992 0% 0% 0% 0% -0.9% -19.6% 42.2% 4.7% 26.1% 18.3% 4% 3.4% 75.2%
1993 1.4% -26.6% 0% -6.3% 2.7% -15.6% 0% -7.7% 1.7% 18.9% -6.2% -5.9% -34.2%
1994 6.2% -2.9% 12.1% 1.4% -20% -15.8% 1% 19.6% -9.8% -14.5% 10.6% -17.3% -29.2%
1995 32.6% 1.8% -5.2% 16.4% -4.7% 2.5% 7.2% -1.5% 4.5% -5.8% 6.2% 2.9% 61.4%
1996 7.8% 11.1% 20% 14.7% 22.2% -4.2% -21.9% 22.4% -3.1% -19.7% 12.2% -12.6% 49.8%
1997 11.5% -9.4% 5.9% 10.3% 44.1% 8.2% 3.3% -2.1% 4.9% 10.7% 21.8% 4.2% 113.9%
1998 -2.2% 22.8% 21.9% 1% 0.7% -13.2% -18.2% -18.6% -8.3% 0.7% 41.4% -6.4% 25.4%
1999 11.5% -8.6% -7.9% 3.9% 18.4% 3.8% 5.2% -44.2% 2.2% -4.3% -6.1% -4.5% -24.7%
2000 5.9% -6.8% 10.3% -20.6% 5.9% -13.3% 16% -4.2% -10.9% 44.5% 5.9% -1.4% 28.3%
2001 16.6% -8.3% -0.1% 8% -3% -3.8% 0.5% 5.3% -17.5% 10% 10.2% 11.5% 29.6%
2002 -10.7% 21.2% 1.4% -4.7% -1.3% 6.9% -7.7% -9% -2.9% -9.2% 8.5% -9.1% -14.5%
2003 -7.8% 0.1% 6.6% 1.7% 1.1% 5.7% 5.8% -1.8% -3.7% 16.9% -2.4% 1.2% 24.9%
2004 16.8% -0.1% 12.6% -5.3% 2.8% 0.6% -2.3% -5.6% 5.9% -5.6% 19.3% -4.2% 33.5%
2005 -2.6% 5.9% 15.2% -1.1% 14.7% 12.4% -2.2% -9.2% -13.5% 9% -11% -1.7% 16.9%
2006 9.9% 8.5% 7.1% 4.8% -3.1% 1.1% -4.8% -14.6% 11.9% 4.9% 18.7% 14.8% 57.3%
2007 -0.4% 2.8% 3.4% 0.3% 14.8% -3.7% -10.8% 7% 1.4% 14.3% -18.1% -6.5% 7.3%
2008 26.9% 9.2% -1.5% 9.2% -5.7% -0.2% 13.2% 0.9% 7% -19.3% -28.4% 15.7% 37.2%
2009 -2.2% 12.2% 34.6% 17.7% -4.3% -11.2% -2% -14.5% 29.1% -6.8% -8.9% 7.1% 50.4%
2010 4.2% -3.5% 25.6% -1.1% -1.7% -8.8% -14.4% -13.1% 10.8% 10.3% 31.1% 5.9% 42.5%
2011 -4.8% 9.3% 3.4% 13.1% -6.2% 0% 4.2% -11.1% -2.4% 22.2% -10.3% 2.3% 23.9%
2012 7.3% 3% 6.6% -3.2% -15.2% 1.1% -1.8% 17.8% -0.2% -0.1% 13.2% -3.4% 25.6%
2013 4.8% -4.2% 4.1% 4.5% 10.2% -2.7% 8% -7.5% 4.4% -9.1% 8.4% -0.9% 20.2%
2014 -13.1% 2.4% 0.9% 3.1% -4.6% -1.1% 0.8% 10.5% -7.7% 9.2% 3.8% 2.6% 7.1%
2015 2.5% -1% 1.6% -11.9% -5% 7.5% -2.9% -4.6% -12.4% -3.5% -10.4% -3.1% -41.7%
2016 -3.4% 11.9% 6.5% -13.8% -14.5% 5.1% 6.4% -5.9% -6.8% -12.2% 21.3% -9.9% -15.5%
2017 -3% -6.1% -6.3% 1.9% -9.1% 6.1% -2.5% -17.3% 19.1% -0.8% 35.3% 6.7% 24.6%
2018 -7.7% 5% 5.2% 5.2% 9.5% 6.5% -9.6% 7.1% -10.5% -10.4% -6.4% 1.3% 1.8%
2019 -4% 10.5% -2.4% 0.1% -18.6% 15% 19.3% -3.7% 5.1% 2.8% 33% -2.8% 54.6%
2020 -4.2% -7.3% -39.4% 11.7% -8% 11.4% 2.2% 16.9% 8.8% 19% 11.9% 17.2% 45.1%
2021 34.7% -2.2% 2.2% 7.6% 0.4% 18.1% -14.8% -8% 2.2% 6% 13% -9.3% 51.4%
2022 -11% -4.4% -8.2% -5% 7.5% 0% 0% 0% 0% 0% 0% 0% -18.4%
Pos 53.3% 53.3% 72.4% 66.7% 45.2% 56.7% 53.3% 33.3% 53.3% 53.3% 66.7% 46.7% 77.4%
Avg 4.1% 1.5% 4.7% 2.1% 0.9% -0% 0.6% -3.1% 1.2% 3.2% 7.4% -0.1% 23.5%

Other Return Metrics

Metric The Buckle, Inc.
Cumulative Return 6155.13%
Enh Ann Return 17.95%
Best Year 174%
Worst Year -40.48%
Best Month 44.54%
Worst Month -44.2%
Best Day 19.78%
Worst Day -35.26%
Win Ratio (Yearly) 70.97%
Win Ratio (Quarterly) 58.68%
Win Ratio (Monthly) 54.44%
Win Ratio (Daily) 51.54%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
The Buckle, Inc. 47.6% 56.06% 51.19% 42.21% 41.76% 45.77%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
The Buckle, Inc. -0.33 0.76 0.7 0.36 0.52 0.53

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

The Buckle, Inc.

start valley end Drawdown days
1998-06-10 2000-05-15 2005-05-12 -71.08% 2528
2015-01-13 2017-08-15 2020-12-09 -69.07% 2157
1993-01-08 1994-12-20 1996-04-30 -63.38% 1208
2008-09-19 2008-11-20 2009-04-09 -60.4% 202
1996-05-24 1997-01-09 1997-05-28 -42.86% 369

The The Buckle, Inc. took approximately 43 months on average to recover from a major drawdown. The longest drawdown lasted 84 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric The Buckle, Inc.
Sharpe Ratio 0.53
Sortino Ratio 0.77
Adjusted Sortino (S/√2) 0.55
Calmar Ratio 0.21
Omega Ratio 0.21
Gain to Pain Ratio 0.1
Winckel Ratio 61.29
Ulcer Index 0.35
Kelly Criterion 4.78%
Skew -0.09
Kurtosis 7.27
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