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Illumina, Inc.

ILMN
Equity · Currency in USD
ISIN
US4523271090
CUSIP
452327109
Sector
Healthcare
Industry
Diagnostics & Research

ILMNPrice Chart


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ILMNPerformance

The chart shows the growth of $10,000 invested in ILMN on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $135,791 for a total return of roughly 1,257.91%. All prices are adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%20122014201620182020
1,257.91%
259.57%
S&P 500

ILMNReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.85%
YTD12.12%
6M22.36%
1Y44.23%
5Y19.83%
10Y20.02%

ILMNMonthly Returns Heatmap


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ILMNSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Illumina, Inc. Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-2.000.002.004.006.008.0020122014201620182020
1.39

ILMNDividends


ILMN doesn't pay dividends

ILMNDrawdowns Chart


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-17.81%

ILMNWorst Drawdowns

The table below shows the maximum drawdowns of the Illumina, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 66.67%, recorded on Dec 13, 2011. It took 403 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-66.67%Jul 7, 2011112Dec 13, 2011403Jul 24, 2013515
-49.16%Jul 21, 2015351Dec 7, 2016273Jan 9, 2018624
-44.69%Jul 8, 2019177Mar 18, 202075Jul 6, 2020252
-33%Aug 6, 202033Sep 22, 202082Jan 20, 2021115
-27.01%Feb 26, 201435Apr 15, 201453Jul 1, 201488
-26.9%Feb 16, 202131Mar 30, 2021
-25.77%Oct 1, 201859Dec 24, 2018128Jun 28, 2019187
-18.45%Jul 7, 201471Oct 14, 20146Oct 22, 201477
-15.79%Feb 15, 201123Mar 18, 201136May 10, 201159
-14.54%Jan 23, 201813Feb 8, 201820Mar 9, 201833

ILMNVolatility Chart

Current Illumina, Inc. volatility is 64.88%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%200.00%20122014201620182020
64.88%

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