CACI International Inc
Provider: Exchange
| Annualised Return | 19.11% |
| Realised Volatility | 33.34% |
| Downside Volatility | 18.75% |
| Max Drawdown | -46.44% |
| Winning months | 58.94% |
| Sharpe Ratio | 0.57 |
| Sortino Ratio | 1.02 |
| Calmar Ratio | 0.41 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.14% | 9.05% | 1.06% | 6.18% | 5.53% | -1.64% | 28.92% | ||||||
| 2023 | 2.5% | -4.9% | 1.12% | 5.75% | -4.5% | 13.91% | 2.82% | -6.4% | -4.29% | 3.45% | -1.17% | 0.91% | 7.74% |
| 2022 | -8.08% | 13.06% | 7.67% | -11.94% | 5.68% | 0.5% | 7.28% | -7.09% | -7.05% | 16.46% | 2.72% | -3.75% | 11.66% |
| 2021 | -3.25% | -8.24% | 11.44% | 3.32% | 0.04% | 0.06% | 4.64% | -3.53% | 1.77% | 9.74% | -9.81% | 3.77% | 7.97% |
| 2020 | 6.98% | -8.38% | -13.82% | 18.47% | 0.26% | -13.52% | -4.18% | 12.69% | -8.98% | -2.17% | 13.79% | 5.07% | -0.26% |
| 2019 | 16.07% | 9.02% | -0.13% | 7.1% | 4.4% | 0.53% | 5.16% | 3.32% | 4.04% | -3.25% | 6.96% | 4.46% | 73.57% |
| 2018 | 6.2% | 6.05% | 1.54% | -0.2% | 10.33% | 1.14% | 3.95% | 11.3% | -5.56% | -3.09% | -7.59% | -12.66% | 8.83% |
| 2017 | -1.21% | 2.12% | -6.46% | 0.6% | 4.32% | 1.58% | 0.04% | 3.76% | 7.36% | 3.16% | -8.21% | 0.3% | 6.48% |
| 2016 | -10.47% | 16.31% | 10.43% | -9.89% | 4.8% | -10.28% | 5.44% | 4.23% | 1.55% | -3.02% | 32.24% | -3.94% | 33.97% |
| 2015 | -1.84% | 3.19% | 3.01% | -1.87% | -2.97% | -5.52% | 1.53% | -4.52% | -5.67% | 31.19% | 3.32% | -7.46% | 7.66% |
| 2014 | 1.09% | 6.5% | -6.38% | -5.62% | 2.51% | -1.67% | -1.74% | 4.54% | -1.18% | 15.46% | 8.38% | -3.37% | 17.7% |
| 2013 | -2.54% | -5.37% | 14.03% | 1.07% | 9.66% | -1.01% | 4.58% | 1.51% | 2.54% | 4.15% | -0.29% | 2.02% | 33.05% |
| 2012 | 4.95% | 0.77% | 5.33% | -1.86% | -29.99% | 28.55% | 2.6% | -5.42% | -3% | -2.63% | 1.43% | 7.59% | -1.59% |
| 2011 | 3.91% | 6.9% | 3.37% | -0.34% | 4.45% | -1.17% | -6.34% | -6.8% | -9.3% | 9.91% | 2.71% | -0.82% | 4.72% |
| 2010 | -1.8% | 3.31% | -1.43% | -2.91% | -2.51% | -8.13% | 10.69% | -13.21% | 10.9% | 10.74% | 0.42% | 6.1% | 9.31% |
| 2009 | 0.13% | -5.27% | -14.68% | 8.39% | -2.98% | 11.31% | 8.17% | -0.52% | 2.85% | 0.74% | -2.52% | 5.23% | 8.34% |
| 2008 | -2.64% | 0.16% | 4.33% | 10.03% | 1.7% | -10.2% | -1.77% | 12.66% | -1.09% | -17.8% | 7.84% | 1.53% | 0.71% |
| 2007 | -16.76% | -1.13% | 0.77% | -2.41% | 12.73% | -5.24% | -9.03% | 14.81% | 0.14% | 5.4% | -15.71% | -1.37% | -20.76% |
| 2006 | -0.49% | 5.55% | 9.09% | -4.88% | -2.59% | -4.25% | -3.39% | -5.84% | 3.68% | 4.6% | 4% | -5.58% | -1.53% |
| 2005 | -23.46% | 3.47% | 2.35% | 12.48% | 3.77% | -2.02% | 4.16% | -4.79% | -3.26% | -10% | 1.5% | 3.65% | -15.78% |
| 2004 | -9.03% | 0.27% | -3.04% | 5.81% | -18.37% | 8.89% | 1.66% | 18.44% | 8.4% | 15.52% | 1.9% | 9.66% | 40.13% |
| 2003 | 5.44% | -9.87% | -1.51% | 4.71% | -5.38% | 3.78% | 14.69% | 13.4% | -3.95% | 15.59% | 0.48% | -2.31% | 36.42% |
| 2002 | -8.07% | -6.47% | 3.42% | -14.06% | 11.62% | 13.39% | -10.24% | 8.66% | -4.83% | 15.4% | -6.62% | -6.7% | -9.74% |
| 2001 | 8.62% | 9% | -0.92% | 23.93% | 21.64% | 15.48% | -25.53% | 13.4% | 37.72% | 13.81% | 18.9% | 6.76% | 243.11% |
| 2000 | 0% | 25.69% | 5.27% | -21.71% | -15.74% | -1.27% | -12.82% | 32.35% | -4.72% | -3.79% | 7.27% | 4.02% | 1.72% |
| 1999 | 9.26% | -10.51% | 2.65% | 7.01% | 1.38% | 22.44% | -2.77% | 2.85% | -5.28% | 0.59% | 2.62% | 2.85% | 34.07% |
| 1998 | 7.26% | 0.59% | 2.92% | -0.28% | -9.97% | 6.64% | -6.23% | -22.15% | 0.81% | 8.06% | 10.45% | -8.78% | -14.82% |
| 1997 | 0% | -19.64% | -3.71% | 5.39% | 7.3% | -17.01% | -6.15% | 17.92% | 18.51% | -10.62% | 10.48% | 0.31% | -5.66% |
| 1996 | -15.8% | 0% | 3.76% | 24.09% | 0% | 22.32% | -12.7% | 21.82% | 3.74% | -0.37% | 9.03% | 11.25% | 76.83% |
| 1995 | -1.86% | -4.41% | -2.63% | 8.11% | 2.5% | 19.51% | -6.12% | 7.62% | 5.04% | -9.62% | 2.13% | -1.03% | 17.28% |
| 1994 | 2.11% | 43.77% | -2.9% | 13.42% | 0% | -10.53% | -9.55% | 26.82% | 3.86% | 14.81% | -11.84% | -1.21% | 72.33% |
| 1993 | -1.44% | -4.42% | 1.58% | 6.06% | 1.42% | 2.79% | -1.36% | -2.76% | 14.26% | 16.24% | 1.1% | 0% | 36.27% |
| 1992 | 14.05% | 4.12% | 17.09% | -11.22% | -1.26% | -2.58% | -7.87% | 7.13% | 2.65% | -9.06% | -7.18% | 6.15% | 7.8% |
| 1991 | 4.2% | 25.98% | -15.9% | -3.74% | -7.84% | 12.73% | -7.55% | 0% | 12.28% | 7.27% | -8.46% | 18.48% | 33.33% |
| 1990 | -3.1% | 15.6% | -2.68% | 22.22% | 9.09% | 12.53% | -3.73% | -3.82% | -10.04% | -6.61% | 0% | 14.24% | 45.35% |