Leidos Holdings Inc (LDOS)
142.66
+0.47
(+0.33%)
USD |
NYSE |
May 02, 16:00
143.42
+0.76
(+0.53%)
Pre-Market: 20:00
Leidos Holdings Max Drawdown (5Y): 42.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.30% |
March 31, 2024 | 42.30% |
February 29, 2024 | 42.30% |
January 31, 2024 | 42.30% |
December 31, 2023 | 42.30% |
November 30, 2023 | 42.30% |
October 31, 2023 | 42.30% |
September 30, 2023 | 42.30% |
August 31, 2023 | 42.30% |
July 31, 2023 | 42.30% |
June 30, 2023 | 42.30% |
May 31, 2023 | 42.30% |
April 30, 2023 | 42.30% |
March 31, 2023 | 42.30% |
February 28, 2023 | 42.30% |
January 31, 2023 | 42.30% |
December 31, 2022 | 42.30% |
November 30, 2022 | 42.30% |
October 31, 2022 | 42.30% |
September 30, 2022 | 42.30% |
August 31, 2022 | 42.30% |
July 31, 2022 | 42.30% |
June 30, 2022 | 42.30% |
May 31, 2022 | 42.30% |
April 30, 2022 | 42.30% |
Date | Value |
---|---|
March 31, 2022 | 42.30% |
February 28, 2022 | 42.30% |
January 31, 2022 | 42.30% |
December 31, 2021 | 42.30% |
November 30, 2021 | 42.30% |
October 31, 2021 | 42.30% |
September 30, 2021 | 42.30% |
August 31, 2021 | 42.30% |
July 31, 2021 | 42.30% |
June 30, 2021 | 42.30% |
May 31, 2021 | 42.30% |
April 30, 2021 | 42.30% |
March 31, 2021 | 42.30% |
February 28, 2021 | 42.30% |
January 31, 2021 | 42.30% |
December 31, 2020 | 42.30% |
November 30, 2020 | 42.30% |
October 31, 2020 | 42.30% |
September 30, 2020 | 42.30% |
August 31, 2020 | 42.30% |
July 31, 2020 | 42.30% |
June 30, 2020 | 42.30% |
May 31, 2020 | 42.30% |
April 30, 2020 | 42.30% |
March 31, 2020 | 42.30% |
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
30.53%
Minimum
Jul 2019
42.30%
Maximum
Mar 2020
40.34%
Average
42.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Progress Software Corp | 41.33% |
Cantaloupe Inc | 82.71% |
Paycor HCM Inc | -- |
Aurora Innovation Inc | -- |
AtlasClear Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.121 |
Beta (5Y) | 0.6561 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.68% |
Historical Sharpe Ratio (5Y) | 0.4683 |
Historical Sortino (5Y) | 0.693 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.89% |