Search
Annexon Inc
ANNXAdd to Watchlist
4.900USD
-0.040-0.81%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
731.88MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.19
VaR
+7.73%
240-Day Maximum Drawdown
+35.06%
240-Day Volatility
+87.46%
Return
Best Daily Return
60 days
+11.69%
120 days
+11.69%
5 years
+35.71%
Worst Daily Return
60 days
-9.23%
120 days
-9.78%
5 years
-59.38%
Sharpe Ratio
60 days
-0.30
120 days
+0.22
5 years
+0.19
Risk Assessment
Maximum Drawdown
240 days
+35.06%
3 years
+82.33%
5 years
+93.82%
Return-to-Drawdown Ratio
240 days
+2.27
3 years
+0.18
5 years
-0.15
Skewness
240 days
+1.17
3 years
+1.12
5 years
-0.12
Volatility
Realised Volatility
240 days
+87.46%
5 years
+98.99%
Standardised True Range
240 days
+6.36%
5 years
+8.76%
Downside Risk-Adjusted Return
120 days
+41.77%
240 days
+41.77%
Maximum Daily Upside Volatility
60 days
+61.47%
Maximum Daily Downside Volatility
60 days
+40.68%
Liquidity
Average Turnover Rate
60 days
+2.31%
120 days
+2.33%
5 years
--
Turnover Deviation
20 days
+53.50%
60 days
+31.34%
120 days
+32.54%
