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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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S&P 500

ILMNPerformance

The chart shows the growth of $10,000 invested in Illumina, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $149,316 for a total return of roughly 1,393.16%. All prices are adjusted for splits and dividends.


ILMN (Illumina, Inc.)
Benchmark (S&P 500)

ILMNReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M15.05%
YTD23.29%
6M24.61%
1Y23.70%
5Y26.68%
10Y19.90%

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 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


ILMN (Illumina, Inc.)
Benchmark (S&P 500)

ILMNDividends


ILMN doesn't pay dividends

ILMNDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


ILMN (Illumina, Inc.)
Benchmark (S&P 500)

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 Illumina, Inc. 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 24.14%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ILMN (Illumina, Inc.)
Benchmark (S&P 500)

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