Search
Abacus Life Inc
ABLAdd to Watchlist
8.470USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
887.28MMarket Cap
159.93P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.07
VaR
+4.17%
240-Day Maximum Drawdown
+48.21%
240-Day Volatility
+68.88%
Return
Best Daily Return
60 days
+22.16%
120 days
+22.16%
5 years
+28.49%
Worst Daily Return
60 days
-6.56%
120 days
-6.56%
5 years
-21.47%
Sharpe Ratio
60 days
+2.65
120 days
+1.82
5 years
+0.16
Risk Assessment
Maximum Drawdown
240 days
+48.21%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.30
3 years
-0.06
5 years
-0.03
Skewness
240 days
+0.05
3 years
+0.64
5 years
+0.84
Volatility
Realised Volatility
240 days
+68.88%
5 years
--
Standardised True Range
240 days
+4.38%
5 years
+8.15%
Downside Risk-Adjusted Return
120 days
+383.26%
240 days
+383.26%
Maximum Daily Upside Volatility
60 days
+57.56%
Maximum Daily Downside Volatility
60 days
+37.68%
Liquidity
Average Turnover Rate
60 days
+1.11%
120 days
+0.78%
5 years
--
Turnover Deviation
20 days
+138.63%
60 days
+281.57%
120 days
+167.90%
