Incyte Corp. (INCY)
127.99
+0.18
(+0.14%)
USD |
NASDAQ |
Aug 24, 16:00
127.99
0.00 (0.00%)
After-Hours: 19:20
Incyte Max Drawdown (5Y) : 58.51% for July 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 |
|---|---|
| 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% |
| July 31, 2024 | 58.61% |
| Date | Value |
|---|---|
| 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% |
| June 30, 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% |
| BioMarin Pharmaceutical, Inc. | 58.73% |
| Eli Lilly & Co. | 34.47% |
| Biogen, Inc. | 72.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.558 |
| Beta (5Y) | 0.7600 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.16% |
| Historical Sharpe Ratio (5Y) | 0.1803 |
| Historical Sortino (5Y) | 0.3761 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.36% |