Leidos Holdings Inc (LDOS)

145.58 +0.38 (+0.26%) USD  |  NYSE  |  Dec 24, 16:00
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Leidos Holdings Max Drawdown (5Y): 42.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Science Applications International Corp 45.92%
Parsons Corp 43.79%
Cantaloupe Inc 82.71%
Aurora Innovation Inc --
AtlasClear Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.412
Beta (5Y) 0.6373
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.34%
Historical Sharpe Ratio (5Y) 0.4064
Historical Sortino (5Y) 0.6155
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.89%