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Adverum Biotechnologies Inc

ADVM
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4.360USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
96.26MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.91
VaR
+7.33%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+27.46%
120 days
+27.46%
5 years
+34.51%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-0.99
120 days
-0.26
5 years
-0.58

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-6.46
3 years
-4.31
5 years
-4.39

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-21.57%
240 days
-21.57%
Maximum Daily Upside Volatility
60 days
+251.04%
Maximum Daily Downside Volatility
60 days
+206.68%

Liquidity

Average Turnover Rate
60 days
+0.88%
120 days
+1.25%
5 years
--
Turnover Deviation
20 days
-89.33%
60 days
-78.45%
120 days
-69.36%