Science Applications International Corp (SAIC)
129.12
+0.65
(+0.51%)
USD |
NASDAQ |
Apr 25, 16:00
129.14
+0.02
(+0.02%)
After-Hours: 20:00
Science Applications International Max Drawdown (5Y): 45.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 45.92% |
July 31, 2020 | 45.92% |
June 30, 2020 | 45.92% |
May 31, 2020 | 45.92% |
April 30, 2020 | 45.92% |
March 31, 2020 | 45.92% |
February 29, 2020 | 37.06% |
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
Apr 2019
45.92%
Maximum
Mar 2020
44.29%
Average
45.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CSP Inc | 70.02% |
UiPath Inc | -- |
Paymentus Holdings Inc | -- |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.820 |
Beta (5Y) | 0.6996 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.97% |
Historical Sharpe Ratio (5Y) | 0.3654 |
Historical Sortino (5Y) | 0.538 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.43% |