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BROOKFIELD ASSET MANAGEMENT LTD
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46.040USD
-0.180-0.39%
Market hours 09/22, 12:05（ET）
73.54BMarket Cap
29.41P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-21Beta vs S&P 500 index
1.26
VaR
--
240-Day Maximum Drawdown
+27.05%
240-Day Volatility
+31.66%
Return
Best Daily Return
60 days
+4.77%
120 days
+4.77%
5 years
--
Worst Daily Return
60 days
-3.57%
120 days
-5.24%
5 years
--
Sharpe Ratio
60 days
+0.55
120 days
+0.62
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+27.05%
3 years
+32.16%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.74
3 years
+0.48
5 years
--
Skewness
240 days
-0.41
3 years
-0.28
5 years
--
Volatility
Realised Volatility
240 days
+31.66%
5 years
--
Standardised True Range
240 days
+3.04%
5 years
--
Downside Risk-Adjusted Return
120 days
+107.68%
240 days
+107.68%
Maximum Daily Upside Volatility
60 days
+22.64%
Maximum Daily Downside Volatility
60 days
+20.44%
Liquidity
Average Turnover Rate
60 days
+0.16%
120 days
+0.18%
5 years
--
Turnover Deviation
20 days
-29.46%
60 days
-23.05%
120 days
-11.49%