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Click Holdings Limited
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1.170USD
-0.020-1.68%
Close 09-22 16:00（ET）
10.02MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
--
240-Day Maximum Drawdown
+89.01%
240-Day Volatility
+177.42%
Return
Best Daily Return
60 days
+16.89%
120 days
+64.29%
5 years
--
Worst Daily Return
60 days
-13.53%
120 days
-20.58%
5 years
--
Sharpe Ratio
60 days
-1.33
120 days
+0.19
5 years
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Risk Assessment
Maximum Drawdown
240 days
+89.01%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.98
3 years
--
5 years
--
Skewness
240 days
+3.19
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+177.42%
5 years
--
Standardised True Range
240 days
+34.17%
5 years
--
Downside Risk-Adjusted Return
120 days
+41.49%
240 days
+41.49%
Maximum Daily Upside Volatility
60 days
+103.95%
Maximum Daily Downside Volatility
60 days
+63.42%
Liquidity
Average Turnover Rate
60 days
+1.87%
120 days
+12.54%
5 years
--
Turnover Deviation
20 days
-86.01%
60 days
-89.95%
120 days
-32.66%