CACI International Inc (CACI)
382.43
+6.35
(+1.69%)
USD |
NYSE |
Apr 23, 16:00
379.68
-2.75
(-0.72%)
Pre-Market: 20:00
CACI International Max Drawdown (5Y): 41.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.40% |
February 29, 2024 | 41.40% |
January 31, 2024 | 41.40% |
December 31, 2023 | 41.40% |
November 30, 2023 | 41.40% |
October 31, 2023 | 41.40% |
September 30, 2023 | 41.40% |
August 31, 2023 | 41.40% |
July 31, 2023 | 41.40% |
June 30, 2023 | 41.40% |
May 31, 2023 | 41.40% |
April 30, 2023 | 41.40% |
March 31, 2023 | 41.40% |
February 28, 2023 | 41.40% |
January 31, 2023 | 41.40% |
December 31, 2022 | 41.40% |
November 30, 2022 | 41.40% |
October 31, 2022 | 41.40% |
September 30, 2022 | 41.40% |
August 31, 2022 | 41.40% |
July 31, 2022 | 41.40% |
June 30, 2022 | 41.40% |
May 31, 2022 | 41.40% |
April 30, 2022 | 41.40% |
March 31, 2022 | 41.40% |
Date | Value |
---|---|
February 28, 2022 | 41.40% |
January 31, 2022 | 41.40% |
December 31, 2021 | 41.40% |
November 30, 2021 | 41.40% |
October 31, 2021 | 41.40% |
September 30, 2021 | 41.40% |
August 31, 2021 | 41.40% |
July 31, 2021 | 41.40% |
June 30, 2021 | 41.40% |
May 31, 2021 | 41.40% |
April 30, 2021 | 41.40% |
March 31, 2021 | 41.40% |
February 28, 2021 | 41.40% |
January 31, 2021 | 41.40% |
December 31, 2020 | 41.40% |
November 30, 2020 | 41.40% |
October 31, 2020 | 41.40% |
September 30, 2020 | 41.40% |
August 31, 2020 | 41.40% |
July 31, 2020 | 41.40% |
June 30, 2020 | 41.40% |
May 31, 2020 | 41.40% |
April 30, 2020 | 41.40% |
March 31, 2020 | 41.40% |
February 29, 2020 | 29.78% |
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
29.78%
Minimum
Apr 2019
41.40%
Maximum
Mar 2020
39.27%
Average
41.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
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) | 2.214 |
Beta (5Y) | 0.887 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.92% |
Historical Sharpe Ratio (5Y) | 0.5124 |
Historical Sortino (5Y) | 0.7233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |