Incyte Corp (INCY)

68.91 +1.85 (+2.76%) USD  |  NASDAQ  |  Dec 20, 16:00
69.03 +0.12 (+0.17%) After-Hours: 20:00
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Incyte Max Drawdown (5Y): 58.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Biomarin Pharmaceutical Inc 52.74%
Pfizer Inc 54.78%
Exelixis Inc 54.66%
Insmed Inc 63.30%
Sage Therapeutics Inc 96.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.13
Beta (5Y) 0.6862
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.63%
Historical Sharpe Ratio (5Y) -0.2201
Historical Sortino (5Y) -0.4888
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.14%