Illumina, Inc. (ILMN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Illumina, Inc. (ILMN): 1Y return 128.7%, Sharpe ratio 1.92, volatility 47.1%, max drawdown -25.7%. A Stock in the Equity asset class. Compare ILMN with other assets and invest through your own broker with pfolio.
Illumina, Inc. (ILMN) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ILMN Performance
- MTD
- Return: 11.0%, Sharpe: 3.22, Volatility: 46.3%, Max Drawdown: -8.4%
- YTD
- Return: 73.6%, Sharpe: 2.14, Volatility: 42.2%, Max Drawdown: -25.7%
- 1Y
- Return: 128.7%, Sharpe: 1.92, Volatility: 47.1%, Max Drawdown: -25.7%
- 5Y
- Return: -49.6%, Sharpe: -0.07, Volatility: 45.2%, Max Drawdown: -84.6%
- 10Y
- Return: 35.9%, Sharpe: 0.28, Volatility: 41.6%, Max Drawdown: -86.2%
Frequently Asked Questions
- What is Illumina, Inc. (ILMN)?
- Illumina, Inc. (ILMN) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ILMN compare to other assets?
- You can compare ILMN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ILMN through pfolio?
- pfolio helps you build diversified portfolios that may include ILMN. You invest through your own broker — pfolio provides the analytics.