Illumina, Inc. (ILMN)
208.08
+1.63
(+0.79%)
USD |
NASDAQ |
Sep 14, 16:00
208.00
-0.08
(-0.04%)
After-Hours: 20:00
Illumina Max Drawdown (5Y) : 86.25% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 86.25% |
| July 31, 2026 | 86.25% |
| June 30, 2026 | 86.25% |
| May 31, 2026 | 86.25% |
| April 30, 2026 | 86.25% |
| March 31, 2026 | 86.25% |
| February 28, 2026 | 86.25% |
| January 31, 2026 | 86.25% |
| December 31, 2025 | 86.25% |
| November 30, 2025 | 86.25% |
| October 31, 2025 | 86.25% |
| September 30, 2025 | 86.25% |
| August 31, 2025 | 86.25% |
| July 31, 2025 | 86.25% |
| June 30, 2025 | 86.25% |
| May 31, 2025 | 86.25% |
| April 30, 2025 | 86.25% |
| March 31, 2025 | 84.48% |
| February 28, 2025 | 82.65% |
| January 31, 2025 | 82.32% |
| December 31, 2024 | 82.32% |
| November 30, 2024 | 82.32% |
| October 31, 2024 | 82.32% |
| September 30, 2024 | 82.32% |
| August 31, 2024 | 82.32% |
| Date | Value |
|---|---|
| July 31, 2024 | 82.32% |
| June 30, 2024 | 82.32% |
| May 31, 2024 | 82.32% |
| April 30, 2024 | 82.32% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Thermo Fisher Scientific, Inc. | 40.95% |
| Agilent Technologies, Inc. | 43.19% |
| Danaher Corp. | 43.81% |
| Pacific Biosciences of California, Inc. | 98.22% |
| Bio-Rad Laboratories, Inc. | 73.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.67 |
| Beta (5Y) | 1.464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.17% |
| Historical Sharpe Ratio (5Y) | -0.3936 |
| Historical Sortino (5Y) | -0.6571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.05% |