Annualized Returns
|
Annual Return 1y
|
Annual Return 3y
|
Annual Return 5y
|
Annual Return 10y
|
Annual Return 20y
|
Annual Return
|
Home Bancshares, Inc. (Conway, AR) |
19.29% |
-1.26% |
8.7% |
6.75% |
12.38% |
12.38% |
Annual Returns
Year
|
Home Bancshares, Inc. (Conway, AR)
|
2006 |
20.48% |
2007 |
-12.19% |
2008 |
40.17% |
2009 |
-9.7% |
2010 |
1.64% |
2011 |
18.98% |
2012 |
29.41% |
2013 |
129.05% |
2014 |
-12.91% |
2015 |
27.87% |
2016 |
39.26% |
2017 |
-14.86% |
2018 |
-28.25% |
2019 |
23.7% |
2020 |
2.3% |
2021 |
27.89% |
2022 |
-3.73% |
2023 |
14.82% |
2024 |
-1.35% |
Home Bancshares, Inc. (Conway, AR) had 12 positive years and 7 negative years. That's a positive ratio of 63%.
Monthly Returns
|
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
YTD
|
2006 |
- |
- |
- |
- |
- |
13.5% |
-4% |
-2.9% |
4.4% |
-0.1% |
0.7% |
8.4% |
20.5% |
2007 |
4% |
-8.6% |
-3.4% |
-0.1% |
1.4% |
1.1% |
-12.2% |
10.3% |
0% |
-2.2% |
-5.8% |
4.7% |
-12.2% |
2008 |
2.8% |
-7.1% |
4.5% |
11.3% |
-0.8% |
-2.3% |
16.1% |
-0.3% |
7.7% |
0.7% |
1.7% |
2% |
40.2% |
2009 |
-23.6% |
-10.9% |
9.1% |
10.4% |
-9.6% |
-4.3% |
14.3% |
-6.7% |
8.3% |
-1.3% |
6.1% |
5.2% |
-9.7% |
2010 |
2.1% |
-1% |
8.9% |
6.4% |
-7.5% |
-3.3% |
5.4% |
-10.2% |
-5.7% |
1.2% |
0.9% |
6.4% |
1.6% |
2011 |
-7.1% |
10.4% |
1% |
5.4% |
0.3% |
-1.4% |
-0.3% |
-0% |
-9.6% |
10.5% |
6.4% |
4.2% |
19% |
2012 |
0.6% |
-2.9% |
5.6% |
9.5% |
-3.1% |
8.7% |
-1.4% |
4.9% |
8.2% |
1.6% |
-3.9% |
-0.4% |
29.4% |
2013 |
5.2% |
-2.1% |
11.3% |
5.4% |
6.4% |
23.4% |
5.2% |
-6.7% |
19.5% |
11.5% |
7% |
3.3% |
129.1% |
2014 |
-17.4% |
9.1% |
2.6% |
-7.9% |
-3.6% |
7.6% |
-8.4% |
-0.7% |
-1.1% |
8.5% |
-0.5% |
1.6% |
-12.9% |
2015 |
-7.9% |
7.3% |
7.1% |
-3% |
4.1% |
7.2% |
8.9% |
-3.9% |
6.2% |
6% |
5.5% |
-10.2% |
27.9% |
2016 |
-4.5% |
2.5% |
3.6% |
5% |
2.7% |
-9.9% |
5.5% |
12.6% |
-11.1% |
3.4% |
20.7% |
7.3% |
39.3% |
2017 |
-3% |
4.8% |
-3.8% |
-6% |
-7.7% |
6.4% |
-0.4% |
-5.6% |
8.2% |
-10.9% |
6.4% |
-2.3% |
-14.9% |
2018 |
3.3% |
-3.8% |
-0.8% |
1.9% |
-0.5% |
-2% |
2.8% |
1.5% |
-6.5% |
-13.1% |
3.6% |
-16.7% |
-28.3% |
2019 |
12.1% |
7.1% |
-9.8% |
9.2% |
-8% |
9.9% |
2.1% |
-9.3% |
6.1% |
-1.7% |
2.6% |
4.5% |
23.7% |
2020 |
-2.8% |
-11.8% |
-28.5% |
27.9% |
-4.7% |
6.3% |
6.2% |
-0% |
-6.5% |
9.5% |
12.5% |
5.2% |
2.3% |
2021 |
8.8% |
16% |
10.7% |
2.9% |
-1.2% |
-9.8% |
-14.2% |
5.3% |
6.2% |
1% |
1.3% |
1.8% |
27.9% |
2022 |
-3.2% |
0.1% |
-3.5% |
-4.3% |
5.3% |
-8.1% |
13.6% |
0.4% |
-4.3% |
13.2% |
0.5% |
-10.5% |
-3.7% |
2023 |
4.7% |
1.7% |
-9.9% |
0.3% |
-0.5% |
6.2% |
6.6% |
-8.1% |
-5.6% |
-2.3% |
9.4% |
14.2% |
14.8% |
2024 |
-7.5% |
0.8% |
4.7% |
0.9% |
- |
- |
- |
- |
- |
- |
- |
- |
-1.4% |
Pos |
50% |
55.6% |
61.1% |
72.2% |
35.3% |
55.6% |
61.1% |
33.3% |
52.9% |
61.1% |
83.3% |
72.2% |
63.2% |
Avg |
-1.9% |
0.6% |
0.5% |
4.2% |
-1.6% |
2.7% |
2.5% |
-1.1% |
1.4% |
2% |
4.2% |
1.6% |
15.4% |
Other Return Metrics
Metric
|
Home Bancshares, Inc. (Conway, AR)
|
Cumulative Return |
702.57% |
Enh Ann Return |
11.28% |
Best Year |
129.05% |
Worst Year |
-28.25% |
Best Month |
27.86% |
Worst Month |
-28.46% |
Best Day |
16.75% |
Worst Day |
-15.75% |
Win Ratio (Yearly) |
63.16% |
Win Ratio (Quarterly) |
56.16% |
Win Ratio (Monthly) |
58.14% |
Win Ratio (Daily) |
50.38% |
Annual Volatility
|
Annual Volatility 1y
|
Annual Volatility 3y
|
Annual Volatility 5y
|
Annual Volatility 10y
|
Annual Volatility 20y
|
Annual Volatility
|
Home Bancshares, Inc. (Conway, AR) |
28.53% |
29.39% |
40.69% |
34.63% |
35.4% |
35.4% |
Sharpe Ratio
|
Sharpe Ratio 1y
|
Sharpe Ratio 3y
|
Sharpe Ratio 5y
|
Sharpe Ratio 10y
|
Sharpe Ratio 20y
|
Sharpe Ratio
|
Home Bancshares, Inc. (Conway, AR) |
0.76 |
0.1 |
0.41 |
0.36 |
0.51 |
0.51 |
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.
Home Bancshares, Inc. (Conway, AR)
start
|
valley
|
end
|
days
|
Drawdown
|
2017-03-02 |
2020-03-23 |
2021-03-08 |
1467 |
-62.94% |
2008-09-19 |
2009-03-09 |
2012-04-20 |
1309 |
-52.62% |
2021-05-10 |
2022-05-11 |
- |
1080 |
-27.41% |
2013-12-24 |
2014-10-09 |
2015-07-16 |
569 |
-26.93% |
2015-11-11 |
2016-01-25 |
2016-08-30 |
293 |
-26.63% |
The Home Bancshares, Inc. (Conway, AR) took approximately 31 months on average to recover from a major drawdown. The longest drawdown lasted 49 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
|
Home Bancshares, Inc. (Conway, AR)
|
Sharpe Ratio |
0.51 |
Sortino Ratio |
0.76 |
Adjusted Sortino (S/√2) |
0.54 |
Calmar Ratio |
0.2 |
Omega Ratio |
1.1 |
Gain to Pain Ratio |
0.1 |
Winckel Ratio |
52.63 |
Ulcer Index |
0.2 |
Kelly Criterion |
4.41% |
Skew |
0.36 |
Kurtosis |
6.94 |