Science Applications International Corp (SAIC)
137.26
+0.51
(+0.37%)
USD |
NASDAQ |
May 20, 16:00
137.26
0.00 (0.00%)
After-Hours: 19:33
Science Applications International Max Drawdown (5Y): 45.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.92% |
March 31, 2024 | 45.92% |
February 29, 2024 | 45.92% |
January 31, 2024 | 45.92% |
December 31, 2023 | 45.92% |
November 30, 2023 | 45.92% |
October 31, 2023 | 45.92% |
September 30, 2023 | 45.92% |
August 31, 2023 | 45.92% |
July 31, 2023 | 45.92% |
June 30, 2023 | 45.92% |
May 31, 2023 | 45.92% |
April 30, 2023 | 45.92% |
March 31, 2023 | 45.92% |
February 28, 2023 | 45.92% |
January 31, 2023 | 45.92% |
December 31, 2022 | 45.92% |
November 30, 2022 | 45.92% |
October 31, 2022 | 45.92% |
September 30, 2022 | 45.92% |
August 31, 2022 | 45.92% |
July 31, 2022 | 45.92% |
June 30, 2022 | 45.92% |
May 31, 2022 | 45.92% |
April 30, 2022 | 45.92% |
Date | Value |
---|---|
March 31, 2022 | 45.92% |
February 28, 2022 | 45.92% |
January 31, 2022 | 45.92% |
December 31, 2021 | 45.92% |
November 30, 2021 | 45.92% |
October 31, 2021 | 45.92% |
September 30, 2021 | 45.92% |
August 31, 2021 | 45.92% |
July 31, 2021 | 45.92% |
June 30, 2021 | 45.92% |
May 31, 2021 | 45.92% |
April 30, 2021 | 45.92% |
March 31, 2021 | 45.92% |
February 28, 2021 | 45.92% |
January 31, 2021 | 45.92% |
December 31, 2020 | 45.92% |
November 30, 2020 | 45.92% |
October 31, 2020 | 45.92% |
September 30, 2020 | 45.92% |
August 31, 2020 | 45.92% |
July 31, 2020 | 45.92% |
June 30, 2020 | 45.92% |
May 31, 2020 | 45.92% |
April 30, 2020 | 45.92% |
March 31, 2020 | 45.92% |
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
37.06%
Minimum
May 2019
45.92%
Maximum
Mar 2020
44.44%
Average
45.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CSP Inc | 70.02% |
UiPath Inc | -- |
Paymentus Holdings Inc | -- |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.311 |
Beta (5Y) | 0.7039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.95% |
Historical Sharpe Ratio (5Y) | 0.3725 |
Historical Sortino (5Y) | 0.5509 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.83% |