Kratos Defense & Security Solutions Inc (KTOS)
31.47
+0.06
(+0.18%)
USD |
NASDAQ |
Mar 27, 16:00
31.45
-0.02
(-0.06%)
After-Hours: 20:00
Kratos Defense & Security Solutions Max Drawdown (5Y): 72.74% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Mercury Systems Inc | 71.73% |
| Park Aerospace Corp | 43.67% |
| BWX Technologies Inc | 40.10% |
| CAM Group Inc | 99.25% |
| AeroVironment Inc | 61.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.335 |
| Beta (5Y) | 1.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.82% |
| Historical Sharpe Ratio (5Y) | 0.1823 |
| Historical Sortino (5Y) | 0.3014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.40% |