Icon PLC (ICLR)
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Apr 25, 10:19
Icon Max Drawdown (5Y): 43.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.57% |
July 31, 2020 | 34.57% |
June 30, 2020 | 34.57% |
May 31, 2020 | 34.57% |
April 30, 2020 | 34.57% |
March 31, 2020 | 34.57% |
February 29, 2020 | 24.35% |
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
Apr 2019
43.85%
Maximum
Oct 2022
35.67%
Average
34.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fonar Corp | 66.64% |
XWELL Inc | 99.91% |
ProPhase Labs Inc | 71.22% |
Applied DNA Sciences Inc | 99.48% |
Veracyte Inc | 81.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.736 |
Beta (5Y) | 1.148 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.85% |
Historical Sharpe Ratio (5Y) | 0.5396 |
Historical Sortino (5Y) | 0.9266 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |