Icon PLC (ICLR)

212.86 +2.84 (+1.35%) USD  |  NASDAQ  |  Dec 24, 13:00
212.86 0.00 (0.00%) After-Hours: 13:42
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Icon Max Drawdown (5Y): 45.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fonar Corp 66.64%
XWELL Inc 99.92%
ProPhase Labs Inc 94.98%
Applied DNA Sciences Inc 99.95%
Veracyte Inc 81.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.32
Beta (5Y) 1.206
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.58%
Historical Sharpe Ratio (5Y) 0.0785
Historical Sortino (5Y) 0.1227
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.21%