Leidos Holdings Inc (LDOS)
142.48
-0.50
(-0.35%)
USD |
NYSE |
Apr 15, 11:22
Leidos Holdings Max Drawdown (5Y): 36.86% for March 31, 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
| International Business Machines Corp | 33.31% |
| Science Applications International Corp | 37.65% |
| Gartner Inc | 46.32% |
| ALT5 Sigma Corp | 97.69% |
| AtlasClear Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.628 |
| Beta (5Y) | 0.6607 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.28% |
| Historical Sharpe Ratio (5Y) | 0.2542 |
| Historical Sortino (5Y) | 0.43 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.05% |