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Annovis Bio Inc

ANVS
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1.945USD
+0.025+1.30%
Market hours ETQuotes delayed by 15 min
55.51MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.28
VaR
+8.47%
240-Day Maximum Drawdown
+68.82%
240-Day Volatility
+105.94%

Return

Best Daily Return
60 days
+14.00%
120 days
+14.00%
5 years
+76.09%
Worst Daily Return
60 days
-29.57%
120 days
-29.57%
5 years
-59.58%
Sharpe Ratio
60 days
-0.28
120 days
-1.22
5 years
+0.03

Risk Assessment

Maximum Drawdown
240 days
+68.82%
3 years
+93.78%
5 years
+96.76%
Return-to-Drawdown Ratio
240 days
-0.46
3 years
-0.30
5 years
-0.19
Skewness
240 days
+0.15
3 years
+1.22
5 years
+1.15

Volatility

Realised Volatility
240 days
+105.94%
5 years
+113.83%
Standardised True Range
240 days
+11.64%
5 years
+45.66%
Downside Risk-Adjusted Return
120 days
-170.25%
240 days
-170.25%
Maximum Daily Upside Volatility
60 days
+66.54%
Maximum Daily Downside Volatility
60 days
+68.53%

Liquidity

Average Turnover Rate
60 days
+6.40%
120 days
+4.36%
5 years
--
Turnover Deviation
20 days
+40.25%
60 days
+65.22%
120 days
+12.38%