Icon PLC (ICLR)
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+9.09
(+4.46%)
USD |
NASDAQ |
Nov 21, 16:00
211.30
-1.46
(-0.69%)
Pre-Market: 08:16
Icon Max Drawdown (5Y): 43.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.85% |
| September 30, 2024 | 43.85% |
| August 31, 2024 | 43.85% |
| July 31, 2024 | 43.85% |
| June 30, 2024 | 43.85% |
| May 31, 2024 | 43.85% |
| April 30, 2024 | 43.85% |
| March 31, 2024 | 43.85% |
| February 29, 2024 | 43.85% |
| January 31, 2024 | 43.85% |
| December 31, 2023 | 43.85% |
| November 30, 2023 | 43.85% |
| October 31, 2023 | 43.85% |
| September 30, 2023 | 43.85% |
| August 31, 2023 | 43.85% |
| July 31, 2023 | 43.85% |
| June 30, 2023 | 43.85% |
| May 31, 2023 | 43.85% |
| April 30, 2023 | 43.85% |
| March 31, 2023 | 43.85% |
| February 28, 2023 | 43.85% |
| January 31, 2023 | 43.85% |
| December 31, 2022 | 43.85% |
| November 30, 2022 | 43.85% |
| October 31, 2022 | 43.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.83% |
| August 31, 2022 | 36.29% |
| July 31, 2022 | 36.29% |
| June 30, 2022 | 36.29% |
| May 31, 2022 | 34.57% |
| April 30, 2022 | 34.57% |
| March 31, 2022 | 34.57% |
| February 28, 2022 | 34.57% |
| January 31, 2022 | 34.57% |
| December 31, 2021 | 34.57% |
| November 30, 2021 | 34.57% |
| October 31, 2021 | 34.57% |
| September 30, 2021 | 34.57% |
| August 31, 2021 | 34.57% |
| July 31, 2021 | 34.57% |
| June 30, 2021 | 34.57% |
| May 31, 2021 | 34.57% |
| April 30, 2021 | 34.57% |
| March 31, 2021 | 34.57% |
| February 28, 2021 | 34.57% |
| January 31, 2021 | 34.57% |
| December 31, 2020 | 34.57% |
| November 30, 2020 | 34.57% |
| October 31, 2020 | 34.57% |
| September 30, 2020 | 34.57% |
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
24.35%
Minimum
Nov 2019
43.85%
Maximum
Oct 2022
37.95%
Average
34.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fonar Corp | 66.64% |
| XWELL Inc | 99.92% |
| ProPhase Labs Inc | 85.31% |
| Applied DNA Sciences Inc | 99.95% |
| Veracyte Inc | 81.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.880 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.60% |
| Historical Sharpe Ratio (5Y) | 0.1862 |
| Historical Sortino (5Y) | 0.3223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.08% |