Science Applications International Corp (SAIC)
124.72
+1.67
(+1.36%)
USD |
NASDAQ |
Nov 21, 16:00
124.72
0.00 (0.00%)
After-Hours: 17:30
Science Applications International Max Drawdown (5Y): 45.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.92% |
September 30, 2024 | 45.92% |
August 31, 2024 | 45.92% |
July 31, 2024 | 45.92% |
June 30, 2024 | 45.92% |
May 31, 2024 | 45.92% |
April 30, 2024 | 45.92% |
March 31, 2024 | 45.92% |
February 29, 2024 | 45.92% |
January 31, 2024 | 45.92% |
December 31, 2023 | 45.92% |
November 30, 2023 | 45.92% |
October 31, 2023 | 45.92% |
September 30, 2023 | 45.92% |
August 31, 2023 | 45.92% |
July 31, 2023 | 45.92% |
June 30, 2023 | 45.92% |
May 31, 2023 | 45.92% |
April 30, 2023 | 45.92% |
March 31, 2023 | 45.92% |
February 28, 2023 | 45.92% |
January 31, 2023 | 45.92% |
December 31, 2022 | 45.92% |
November 30, 2022 | 45.92% |
October 31, 2022 | 45.92% |
Date | Value |
---|---|
September 30, 2022 | 45.92% |
August 31, 2022 | 45.92% |
July 31, 2022 | 45.92% |
June 30, 2022 | 45.92% |
May 31, 2022 | 45.92% |
April 30, 2022 | 45.92% |
March 31, 2022 | 45.92% |
February 28, 2022 | 45.92% |
January 31, 2022 | 45.92% |
December 31, 2021 | 45.92% |
November 30, 2021 | 45.92% |
October 31, 2021 | 45.92% |
September 30, 2021 | 45.92% |
August 31, 2021 | 45.92% |
July 31, 2021 | 45.92% |
June 30, 2021 | 45.92% |
May 31, 2021 | 45.92% |
April 30, 2021 | 45.92% |
March 31, 2021 | 45.92% |
February 28, 2021 | 45.92% |
January 31, 2021 | 45.92% |
December 31, 2020 | 45.92% |
November 30, 2020 | 45.92% |
October 31, 2020 | 45.92% |
September 30, 2020 | 45.92% |
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
37.06%
Minimum
Nov 2019
45.92%
Maximum
Mar 2020
45.33%
Average
45.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amdocs Ltd | 39.36% |
CDW Corp | 44.83% |
HubSpot Inc | 69.95% |
Parsons Corp | -- |
UiPath Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.152 |
Beta (5Y) | 0.6976 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.93% |
Historical Sharpe Ratio (5Y) | 0.3607 |
Historical Sortino (5Y) | 0.5263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |