CACI International Inc (CACI)

402.72 +2.79 (+0.70%) USD  |  NYSE  |  Dec 20, 16:00
402.90 +0.18 (+0.05%) After-Hours: 20:00
More

CACI International Max Drawdown (5Y): 41.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CACI.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Corpay Inc 50.13%
Direct Communication Solutions Inc --
Decentral Life Inc 100.00%
GoDaddy Inc 50.10%
Everything Blockchain Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2277
Beta (5Y) 0.8474
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.83%
Historical Sharpe Ratio (5Y) 0.4148
Historical Sortino (5Y) 0.5867
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.02%