Kratos Defense & Security Solutions Inc (KTOS)

25.87 +0.27 (+1.05%) USD  |  NASDAQ  |  Dec 20, 16:00
25.74 -0.13 (-0.50%) After-Hours: 20:00
More

Kratos Defense & Security Solutions Max Drawdown (5Y): 72.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for KTOS.
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
Mercury Systems Inc 71.73%
Park Aerospace Corp 43.67%
BWX Technologies Inc 40.10%
CAM Group Inc 99.25%
Lockheed Martin Corp 36.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.256
Beta (5Y) 1.070
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.24%
Historical Sharpe Ratio (5Y) 0.1396
Historical Sortino (5Y) 0.211
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.60%