Incyte Corp. (INCY)
121.47
-1.81
(-1.47%)
USD |
NASDAQ |
Sep 11, 16:00
121.75
+0.28
(+0.23%)
After-Hours: 20:00
Incyte Max Drawdown (5Y) : 58.51% 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 | 58.51% |
| July 31, 2026 | 58.51% |
| June 30, 2026 | 58.51% |
| May 31, 2026 | 58.51% |
| April 30, 2026 | 58.51% |
| March 31, 2026 | 58.51% |
| February 28, 2026 | 58.51% |
| January 31, 2026 | 58.51% |
| December 31, 2025 | 58.51% |
| November 30, 2025 | 58.51% |
| October 31, 2025 | 58.51% |
| September 30, 2025 | 58.51% |
| August 31, 2025 | 58.51% |
| July 31, 2025 | 58.51% |
| June 30, 2025 | 58.51% |
| May 31, 2025 | 58.51% |
| April 30, 2025 | 58.51% |
| March 31, 2025 | 58.51% |
| February 28, 2025 | 58.61% |
| January 31, 2025 | 58.61% |
| December 31, 2024 | 58.61% |
| November 30, 2024 | 58.61% |
| October 31, 2024 | 58.61% |
| September 30, 2024 | 58.61% |
| August 31, 2024 | 58.61% |
| Date | Value |
|---|---|
| July 31, 2024 | 58.61% |
| June 30, 2024 | 58.61% |
| May 31, 2024 | 58.61% |
| April 30, 2024 | 58.61% |
| March 31, 2024 | 58.61% |
| February 29, 2024 | 58.61% |
| January 31, 2024 | 58.61% |
| December 31, 2023 | 58.61% |
| November 30, 2023 | 61.68% |
| October 31, 2023 | 61.68% |
| September 30, 2023 | 61.68% |
| August 31, 2023 | 61.68% |
| July 31, 2023 | 61.68% |
| June 30, 2023 | 61.68% |
| May 31, 2023 | 61.68% |
| April 30, 2023 | 61.68% |
| March 31, 2023 | 61.68% |
| February 28, 2023 | 61.68% |
| January 31, 2023 | 61.68% |
| December 31, 2022 | 61.68% |
| November 30, 2022 | 61.68% |
| October 31, 2022 | 61.68% |
| September 30, 2022 | 61.68% |
| August 31, 2022 | 61.68% |
| July 31, 2022 | 61.68% |
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
| Mirum Pharmaceuticals, Inc. | 50.92% |
| Regeneron Pharmaceuticals, Inc. | 59.69% |
| AbbVie, Inc. | 21.89% |
| Biogen, Inc. | 72.66% |
| Eli Lilly & Co. | 34.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6688 |
| Beta (5Y) | 0.7668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.07% |
| Historical Sharpe Ratio (5Y) | 0.209 |
| Historical Sortino (5Y) | 0.4313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |