CACI International Inc (CACI)
470.79
-20.53
(-4.18%)
USD |
NYSE |
Nov 15, 16:00
471.17
+0.38
(+0.08%)
After-Hours: 20:00
CACI International Max Drawdown (5Y): 41.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.40% |
| September 30, 2024 | 41.40% |
| August 31, 2024 | 41.40% |
| July 31, 2024 | 41.40% |
| June 30, 2024 | 41.40% |
| May 31, 2024 | 41.40% |
| April 30, 2024 | 41.40% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
41.40%
Maximum
Mar 2020
40.63%
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) | 5.645 |
| Beta (5Y) | 0.9149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.46% |
| Historical Sharpe Ratio (5Y) | 0.6357 |
| Historical Sortino (5Y) | 0.9017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |