Illumina Inc (ILMN)
154.98
+1.40
(+0.91%)
USD |
NASDAQ |
Nov 05, 16:00
154.99
+0.02
(+0.01%)
After-Hours: 19:07
Illumina Max Drawdown (5Y): 82.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.32% |
| September 30, 2024 | 82.32% |
| August 31, 2024 | 82.32% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
60.71%
Average
54.28%
Median
Max Drawdown (5Y) Benchmarks
| Exact Sciences Corp | 80.42% |
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| CytoSorbents Corp | 93.94% |
| Progyny Inc | 77.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.80 |
| Beta (5Y) | 1.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.44% |
| Historical Sharpe Ratio (5Y) | -0.351 |
| Historical Sortino (5Y) | -0.64 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.72% |