Incyte Corp (INCY)
60.60
-0.08
(-0.13%)
USD |
NASDAQ |
Mar 28, 16:00
61.00
+0.40
(+0.66%)
After-Hours: 20:00
Incyte Max Drawdown (5Y): 58.61% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 24.27% |
| Gilead Sciences Inc | 38.10% |
| Syndax Pharmaceuticals Inc | 60.70% |
| Halozyme Therapeutics Inc | 49.06% |
| Regeneron Pharmaceuticals Inc | 44.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.89 |
| Beta (5Y) | 0.7574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.11% |
| Historical Sharpe Ratio (5Y) | -0.1129 |
| Historical Sortino (5Y) | -0.2215 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.14% |