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Incyte Corporation

INCY
Equity · Currency in USD
ISIN
US45337C1027
CUSIP
45337C102
Sector
Healthcare
Industry
Biotechnology

INCYPrice Chart


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INCYPerformance

The chart shows the growth of $10,000 invested in INCY on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $87,558 for a total return of roughly 775.58%. All prices are adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%20122014201620182020
775.58%
259.57%
S&P 500

INCYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.66%
YTD-4.37%
6M-13.12%
1Y-4.18%
5Y1.88%
10Y16.93%

INCYMonthly Returns Heatmap


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INCYSharpe 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 Incyte Corporation Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.005.0020122014201620182020
0.15

INCYDividends


INCY doesn't pay dividends

INCYDrawdowns Chart


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-45.51%

INCYWorst Drawdowns

The table below shows the maximum drawdowns of the Incyte Corporation. 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 61.68%, recorded on Dec 24, 2018. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-61.68%Mar 16, 2017448Dec 24, 2018
-52.04%Sep 16, 2015127Mar 17, 2016238Feb 27, 2017365
-43.26%May 11, 2011139Nov 25, 2011104Apr 26, 2012243
-38.24%Jul 10, 201279Oct 31, 2012189Aug 2, 2013268
-37.38%Feb 13, 201443Apr 15, 2014144Nov 7, 2014187
-28.55%Apr 13, 201057Jul 1, 201055Sep 20, 2010112
-22.13%Oct 13, 2010105Mar 14, 201119Apr 8, 2011124
-17.27%Jul 17, 201527Aug 24, 20154Aug 28, 201531
-15.15%Jan 12, 20107Jan 21, 201016Feb 12, 201023
-14.97%Oct 4, 20134Oct 9, 201318Nov 4, 201322

INCYVolatility Chart

Current Incyte Corporation volatility is 23.70%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%20122014201620182020
23.70%

Portfolios with Incyte Corporation


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