Kratos Defense & Security Solutions, Inc. (KTOS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Kratos Defense & Security Solutions, Inc. (KTOS): 1Y return -56.0%, Sharpe ratio -0.79, volatility 69.6%, max drawdown -68.2%. A Stock in the Equity asset class. Compare KTOS with other assets and invest through your own broker with pfolio.
Kratos Defense & Security Solutions, Inc. (KTOS) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
KTOS Performance
- MTD
- Return: -2.5%, Sharpe: -1.87, Volatility: 39.1%, Max Drawdown: -4.8%
- YTD
- Return: -45.2%, Sharpe: -0.69, Volatility: 71.3%, Max Drawdown: -68.2%
- 1Y
- Return: -56.0%, Sharpe: -0.79, Volatility: 69.6%, Max Drawdown: -68.2%
- 5Y
- Return: 86.3%, Sharpe: 0.49, Volatility: 52.0%, Max Drawdown: -68.2%
- 10Y
- Return: 552.4%, Sharpe: 0.61, Volatility: 49.9%, Max Drawdown: -72.7%
Frequently Asked Questions
- What is Kratos Defense & Security Solutions, Inc. (KTOS)?
- Kratos Defense & Security Solutions, Inc. (KTOS) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does KTOS compare to other assets?
- You can compare KTOS with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in KTOS through pfolio?
- pfolio helps you build diversified portfolios that may include KTOS. You invest through your own broker — pfolio provides the analytics.