Incyte Corp (INCY)
52.72
-0.50
(-0.94%)
USD |
NASDAQ |
Apr 17, 16:00
52.72
0.00 (0.00%)
After-Hours: 20:00
Incyte Max Drawdown (5Y): 58.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.61% |
| February 29, 2024 | 58.61% |
| January 31, 2024 | 58.61% |
| December 31, 2023 | 58.61% |
| November 30, 2023 | 58.61% |
| October 31, 2023 | 58.61% |
| 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% |
| June 30, 2022 | 61.68% |
| May 31, 2022 | 61.68% |
| April 30, 2022 | 61.68% |
| March 31, 2022 | 61.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.68% |
| January 31, 2022 | 61.68% |
| December 31, 2021 | 61.68% |
| November 30, 2021 | 61.68% |
| October 31, 2021 | 61.68% |
| September 30, 2021 | 61.68% |
| August 31, 2021 | 61.68% |
| July 31, 2021 | 61.68% |
| June 30, 2021 | 61.68% |
| May 31, 2021 | 61.68% |
| April 30, 2021 | 61.68% |
| March 31, 2021 | 61.68% |
| February 28, 2021 | 61.68% |
| January 31, 2021 | 61.68% |
| December 31, 2020 | 61.68% |
| November 30, 2020 | 61.68% |
| October 31, 2020 | 61.68% |
| September 30, 2020 | 61.68% |
| August 31, 2020 | 61.68% |
| July 31, 2020 | 61.68% |
| June 30, 2020 | 61.68% |
| May 31, 2020 | 61.68% |
| April 30, 2020 | 61.68% |
| March 31, 2020 | 61.68% |
| February 29, 2020 | 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
58.61%
Minimum
Oct 2023
61.68%
Maximum
Apr 2019
61.37%
Average
61.68%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Novartis AG | 25.99% |
| MorphoSys AG | 91.41% |
| Illumina Inc | 82.32% |
| Biogen Inc | 54.78% |
| Exelixis Inc | 54.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.40 |
| Beta (5Y) | 0.6511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.00% |
| Historical Sharpe Ratio (5Y) | -0.3095 |
| Historical Sortino (5Y) | -0.6651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.71% |