Illumina Inc (ILMN)
122.28
+1.23
(+1.02%)
USD |
NASDAQ |
Apr 26, 16:00
122.28
0.00 (0.00%)
Pre-Market: 20:00
Illumina Max Drawdown (5Y): 82.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.32% |
| February 29, 2024 | 82.32% |
| January 31, 2024 | 82.32% |
| December 31, 2023 | 82.32% |
| November 30, 2023 | 82.32% |
| October 31, 2023 | 79.45% |
| September 30, 2023 | 75.44% |
| August 31, 2023 | 69.88% |
| July 31, 2023 | 66.23% |
| June 30, 2023 | 66.23% |
| May 31, 2023 | 66.23% |
| April 30, 2023 | 66.23% |
| March 31, 2023 | 66.23% |
| February 28, 2023 | 66.23% |
| January 31, 2023 | 66.23% |
| December 31, 2022 | 66.23% |
| November 30, 2022 | 66.23% |
| October 31, 2022 | 66.23% |
| September 30, 2022 | 66.23% |
| August 31, 2022 | 66.23% |
| July 31, 2022 | 66.23% |
| June 30, 2022 | 65.40% |
| May 31, 2022 | 59.41% |
| April 30, 2022 | 44.69% |
| March 31, 2022 | 44.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.69% |
| January 31, 2022 | 44.69% |
| December 31, 2021 | 44.69% |
| November 30, 2021 | 44.69% |
| October 31, 2021 | 45.37% |
| September 30, 2021 | 49.16% |
| August 31, 2021 | 49.16% |
| July 31, 2021 | 49.16% |
| June 30, 2021 | 49.16% |
| May 31, 2021 | 49.16% |
| April 30, 2021 | 49.16% |
| March 31, 2021 | 49.16% |
| February 28, 2021 | 49.16% |
| January 31, 2021 | 49.16% |
| December 31, 2020 | 49.16% |
| November 30, 2020 | 49.16% |
| October 31, 2020 | 49.16% |
| September 30, 2020 | 49.16% |
| August 31, 2020 | 49.16% |
| July 31, 2020 | 49.16% |
| June 30, 2020 | 49.16% |
| May 31, 2020 | 49.16% |
| April 30, 2020 | 49.16% |
| March 31, 2020 | 49.16% |
| February 29, 2020 | 49.16% |
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
44.69%
Minimum
Nov 2021
82.32%
Maximum
Nov 2023
56.84%
Average
49.16%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Exact Sciences Corp | 80.42% |
| Guardant Health Inc | 90.44% |
| Mettler-Toledo International Inc | 43.47% |
| Natera Inc | 77.74% |
| Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.56 |
| Beta (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.47% |
| Historical Sharpe Ratio (5Y) | -0.3925 |
| Historical Sortino (5Y) | -0.7023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.28% |