Kratos Defense & Security Solutions Inc (KTOS)
18.50
+0.39
(+2.15%)
USD |
NASDAQ |
May 03, 15:35
Kratos Defense & Security Solutions Max Drawdown (5Y): 72.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.74% |
| March 31, 2024 | 72.74% |
| February 29, 2024 | 72.74% |
| January 31, 2024 | 72.74% |
| December 31, 2023 | 72.74% |
| November 30, 2023 | 72.74% |
| October 31, 2023 | 72.74% |
| September 30, 2023 | 72.74% |
| August 31, 2023 | 72.74% |
| July 31, 2023 | 72.74% |
| June 30, 2023 | 72.74% |
| May 31, 2023 | 72.74% |
| April 30, 2023 | 72.74% |
| March 31, 2023 | 72.74% |
| February 28, 2023 | 72.74% |
| January 31, 2023 | 72.74% |
| December 31, 2022 | 72.74% |
| November 30, 2022 | 72.56% |
| October 31, 2022 | 71.99% |
| September 30, 2022 | 69.43% |
| August 31, 2022 | 62.27% |
| July 31, 2022 | 62.15% |
| June 30, 2022 | 62.15% |
| May 31, 2022 | 62.15% |
| April 30, 2022 | 58.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.62% |
| February 28, 2022 | 58.62% |
| January 31, 2022 | 58.62% |
| December 31, 2021 | 58.62% |
| November 30, 2021 | 58.62% |
| October 31, 2021 | 58.62% |
| September 30, 2021 | 58.62% |
| August 31, 2021 | 58.62% |
| July 31, 2021 | 58.62% |
| June 30, 2021 | 58.62% |
| May 31, 2021 | 58.62% |
| April 30, 2021 | 58.62% |
| March 31, 2021 | 60.62% |
| February 28, 2021 | 64.54% |
| January 31, 2021 | 64.54% |
| December 31, 2020 | 72.11% |
| November 30, 2020 | 78.66% |
| October 31, 2020 | 78.97% |
| September 30, 2020 | 78.97% |
| August 31, 2020 | 78.97% |
| July 31, 2020 | 78.97% |
| June 30, 2020 | 78.97% |
| May 31, 2020 | 78.97% |
| April 30, 2020 | 78.97% |
| March 31, 2020 | 78.97% |
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
58.62%
Minimum
Apr 2021
78.97%
Maximum
May 2019
70.39%
Average
72.74%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| Mercury Systems Inc | 71.73% |
| Park Aerospace Corp | 43.67% |
| BWX Technologies Inc | 40.10% |
| CAM Group Inc | 99.25% |
| Network-1 Technologies Inc | 58.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.705 |
| Beta (5Y) | 0.8066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.81% |
| Historical Sharpe Ratio (5Y) | 0.0065 |
| Historical Sortino (5Y) | 0.0099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.21% |