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Alzamend Neuro Inc

ALZN
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1.220USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
105.56KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.14
VaR
+9.44%
240-Day Maximum Drawdown
+75.71%
240-Day Volatility
+85.61%

Return

Best Daily Return
60 days
+18.81%
120 days
+18.81%
5 years
+186.78%
Worst Daily Return
60 days
-30.00%
120 days
-30.00%
5 years
-30.00%
Sharpe Ratio
60 days
-0.97
120 days
-0.72
5 years
-0.85

Risk Assessment

Maximum Drawdown
240 days
+75.71%
3 years
+99.84%
5 years
+99.98%
Return-to-Drawdown Ratio
240 days
-0.77
3 years
-0.33
5 years
-0.20
Skewness
240 days
-0.84
3 years
+11.61
5 years
+10.93

Volatility

Realised Volatility
240 days
+85.61%
5 years
+133.83%
Standardised True Range
240 days
+11.62%
5 years
+5025.59%
Downside Risk-Adjusted Return
120 days
-88.58%
240 days
-88.58%
Maximum Daily Upside Volatility
60 days
+75.27%
Maximum Daily Downside Volatility
60 days
+78.19%

Liquidity

Average Turnover Rate
60 days
+3.75%
120 days
+3.44%
5 years
--
Turnover Deviation
20 days
-99.35%
60 days
-98.98%
120 days
-99.06%
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