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Kratos Defense & Security Solutions, Inc.

KTOS
Equity · Currency in USD
Sector
Industrials
Industry
Aerospace & Defense
ISIN
US50077B2079
CUSIP
50077B207

KTOSPrice Chart


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KTOSPerformance

The chart shows the growth of $10,000 invested in Kratos Defense & Security Solutions, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,815 for a total return of roughly 108.15%. All prices are adjusted for splits and dividends.


KTOS (Kratos Defense & Security Solutions, Inc.)
Benchmark (S&P 500)

KTOSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.67%
6M-15.01%
YTD-18.05%
1Y9.23%
5Y29.41%
10Y13.09%

KTOSMonthly Returns Heatmap


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KTOSSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Kratos Defense & Security Solutions, Inc. Sharpe ratio is 0.11. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


KTOS (Kratos Defense & Security Solutions, Inc.)
Benchmark (S&P 500)

KTOSDividends


Kratos Defense & Security Solutions, Inc. doesn't pay dividends

KTOSDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


KTOS (Kratos Defense & Security Solutions, Inc.)
Benchmark (S&P 500)

KTOSWorst Drawdowns

The table below shows the maximum drawdowns of the Kratos Defense & Security Solutions, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Kratos Defense & Security Solutions, Inc. is 79.97%, recorded on Jan 26, 2016. It took 703 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.97%Mar 25, 20101470Jan 26, 2016703Nov 7, 20182173
-58.62%Aug 1, 2019161Mar 20, 2020189Dec 17, 2020350
-35.65%Feb 18, 2021128Aug 19, 2021
-19.81%Nov 9, 201830Dec 24, 201827Feb 4, 201957
-18.04%Feb 20, 201943Apr 22, 201914May 10, 201957
-12.7%Jan 15, 202110Jan 29, 20217Feb 9, 202117
-11.94%Jan 5, 201018Jan 29, 20108Feb 10, 201026
-8.35%Mar 9, 20103Mar 11, 20108Mar 23, 201011
-7.86%Jun 5, 20195Jun 11, 201913Jun 28, 201918
-5.35%Dec 29, 20209Jan 11, 20211Jan 12, 202110

KTOSVolatility Chart

Current Kratos Defense & Security Solutions, Inc. volatility is 22.65%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


KTOS (Kratos Defense & Security Solutions, Inc.)
Benchmark (S&P 500)

Portfolios with Kratos Defense & Security Solutions, Inc.


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