Science Applications International Corp. (SAIC)
126.23
-0.67
(-0.53%)
USD |
NASDAQ |
Oct 06, 13:22
Science Applications International Max Drawdown (5Y) : 45.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 45.74% |
| August 31, 2026 | 45.74% |
| July 31, 2026 | 45.74% |
| June 30, 2026 | 45.74% |
| May 31, 2026 | 45.74% |
| April 30, 2026 | 45.74% |
| March 31, 2026 | 45.74% |
| February 28, 2026 | 45.74% |
| January 31, 2026 | 44.09% |
| December 31, 2025 | 44.09% |
| November 30, 2025 | 44.09% |
| October 31, 2025 | 40.37% |
| September 30, 2025 | 37.65% |
| August 31, 2025 | 37.65% |
| July 31, 2025 | 37.65% |
| June 30, 2025 | 37.65% |
| May 31, 2025 | 37.65% |
| April 30, 2025 | 37.65% |
| March 31, 2025 | 37.65% |
| February 28, 2025 | 45.92% |
| January 31, 2025 | 45.92% |
| December 31, 2024 | 45.92% |
| November 30, 2024 | 45.92% |
| October 31, 2024 | 45.92% |
| September 30, 2024 | 45.92% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 45.92% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Parsons Corp. | 64.42% |
| CACI International, Inc. | 42.88% |
| Asure Software, Inc. | 73.56% |
| Cycurion, Inc. | -- |
| KBR, Inc. | 57.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.896 |
| Beta (5Y) | 0.3152 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.18% |
| Historical Sharpe Ratio (5Y) | 0.2073 |
| Historical Sortino (5Y) | 0.3266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.22% |