Illumina Inc (ILMN)
136.99
+5.31
(+4.03%)
USD |
NASDAQ |
Nov 21, 16:00
137.08
+0.09
(+0.07%)
After-Hours: 20:00
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 | 45.37% |
November 30, 2021 | 49.16% |
October 31, 2021 | 49.16% |
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
Jan 2022
82.32%
Maximum
Nov 2023
60.86%
Average
54.28%
Median
Max Drawdown (5Y) Benchmarks
Exact Sciences Corp | 80.42% |
Delcath Systems Inc | 100.0% |
Star Equity Holdings Inc | 98.07% |
CytoSorbents Corp | 93.94% |
Progyny Inc | -- |
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% |