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Adial Pharmaceuticals Inc

ADIL
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2.630USD
-0.120-4.36%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.97MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.45
VaR
+9.59%
240-Day Maximum Drawdown
+75.11%
240-Day Volatility
+352.21%

Return

Best Daily Return
60 days
+37.96%
120 days
+2084.31%
5 years
+2084.31%
Worst Daily Return
60 days
-10.88%
120 days
-25.79%
5 years
-46.74%
Sharpe Ratio
60 days
+1.60
120 days
+1.42
5 years
+0.39

Risk Assessment

Maximum Drawdown
240 days
+75.11%
3 years
+97.48%
5 years
+99.87%
Return-to-Drawdown Ratio
240 days
+9.87
3 years
-0.19
5 years
-0.20
Skewness
240 days
+15.47
3 years
+26.32
5 years
+33.67

Volatility

Realised Volatility
240 days
+352.21%
5 years
+216.25%
Standardised True Range
240 days
+4.49%
5 years
+47.74%
Downside Risk-Adjusted Return
120 days
+6638.02%
240 days
+6638.02%
Maximum Daily Upside Volatility
60 days
+292.53%
Maximum Daily Downside Volatility
60 days
+61.36%

Liquidity

Average Turnover Rate
60 days
+2.63%
120 days
+2.04%
5 years
--
Turnover Deviation
20 days
-78.44%
60 days
-91.64%
120 days
-93.54%
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