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Associated Capital Group Inc
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30.920USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
653.16MMarket Cap
12.15P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.59
VaR
+3.01%
240-Day Maximum Drawdown
+24.77%
240-Day Volatility
+43.24%
Return
Best Daily Return
60 days
+1.70%
120 days
+5.22%
5 years
+10.03%
Worst Daily Return
60 days
-7.31%
120 days
-7.31%
5 years
-13.01%
Sharpe Ratio
60 days
-3.32
120 days
-0.87
5 years
+0.14
Risk Assessment
Maximum Drawdown
240 days
+24.77%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.03
3 years
-0.07
5 years
-0.02
Skewness
240 days
-0.23
3 years
-0.75
5 years
-0.15
Volatility
Realised Volatility
240 days
+43.24%
5 years
--
Standardised True Range
240 days
+3.45%
5 years
+3.75%
Downside Risk-Adjusted Return
120 days
-97.26%
240 days
-97.26%
Maximum Daily Upside Volatility
60 days
+11.40%
Maximum Daily Downside Volatility
60 days
+28.02%
Liquidity
Average Turnover Rate
60 days
+0.03%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
+54.74%
60 days
-6.35%
120 days
-11.04%
