Leidos Holdings Inc
Provider: Exchange
| Annualised Return | 10.29% |
| Realised Volatility | 25.32% |
| Downside Volatility | 15.44% |
| Max Drawdown | -46.1% |
| Winning months | 56.22% |
| Sharpe Ratio | 0.41 |
| Sortino Ratio | 0.67 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.28 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.06% | 15.74% | 2.83% | 6.96% | 4.87% | -0.53% | -1.01% | 9.77% | 3.09% | 2.22% | 55.18% | ||
| 2023 | -6.04% | -1.79% | -4.79% | 1.3% | -16.3% | 13.84% | 5.71% | 4.26% | -5.13% | 7.55% | 8.27% | 1.21% | 4.5% |
| 2022 | 0.62% | 13.85% | 6.44% | -4.18% | 0.96% | -3.28% | 6.25% | -11.17% | -7.62% | 16.14% | 7.62% | -3.46% | 20.04% |
| 2021 | 0.89% | -16.6% | 9.24% | 5.19% | 1.45% | -1.29% | 5.26% | -7.81% | -1.66% | 4% | -12.07% | 1.53% | -14.2% |
| 2020 | 2.64% | 2.17% | -10.36% | 7.81% | 6.56% | -10.73% | 1.59% | -4.91% | -1.1% | -6.9% | 21.33% | 4.73% | 8.95% |
| 2019 | 10.02% | 11.36% | -0.27% | 14.65% | 2.52% | 6.43% | 2.82% | 6.41% | -1.31% | 0.41% | 5.35% | 8.16% | 88.82% |
| 2018 | 3.14% | -4.94% | 3.78% | -1.79% | -6.49% | -1.25% | 15.97% | 3.43% | -1.83% | -6.33% | -2.75% | -15.86% | -16.72% |
| 2017 | -5.51% | 10.31% | -3.47% | 2.97% | 5.51% | -6.43% | 3.39% | 9.13% | 2.12% | 5.57% | 1.68% | 2.08% | 29.14% |
| 2016 | -18.02% | -6.29% | 17.23% | -1.41% | -0.42% | -2.45% | 4.47% | 10.04% | 7.66% | -3.95% | 23.17% | 0.52% | 26.93% |
| 2015 | -4.14% | 8.74% | -6.8% | -0.01% | 2.07% | -5.01% | 1.88% | 3.14% | -1.83% | 28.16% | 10.2% | -2.34% | 33.99% |
| 2014 | -1.82% | -1.5% | -20.8% | 6.2% | 2.44% | 0.5% | -2.82% | 1.92% | -8.82% | 7.51% | 10.5% | 7.7% | -3.23% |
| 2013 | 7.97% | -2.31% | 14.64% | 11.21% | -2.95% | 3% | 10.7% | -1.44% | 9.67% | 4.18% | 3.27% | -4.4% | 65.42% |
| 2012 | 4.64% | -4.98% | 8.02% | -6.99% | -8.63% | 9.09% | -3.54% | 5.53% | -1.39% | -7.72% | 4.91% | -1.82% | -5% |
| 2011 | 4.48% | -1.39% | 3.55% | 2.84% | 0.92% | -4.21% | -4.7% | -6.43% | -21.27% | 5.25% | -3.06% | 1.99% | -22.51% |
| 2010 | -3.22% | 7.47% | -10.15% | -1.64% | -1.26% | -2.62% | -0.66% | -10.52% | 7.39% | -2.75% | -1.42% | 3.52% | -16.26% |
| 2009 | 1.33% | -4.2% | -1.27% | -3.05% | -3.48% | 6.18% | -2.48% | 2.21% | -5.14% | 0.97% | 0.62% | 6.29% | -2.77% |
| 2008 | -6.06% | 0.85% | -2.47% | 2.21% | 4.89% | 4.42% | -9.23% | 6.14% | 0.9% | -8.7% | -3.63% | 9.44% | -3.18% |
| 2007 | 4.27% | -2.8% | -3.94% | 5.6% | 10.17% | -10.32% | -7.25% | 9.25% | 4.81% | 2.71% | 1.17% | 0.9% | 13.1% |
| 2006 | 12.13% | -5.15% | -6.22% | -0.26% |