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CBL International Ltd

BANL
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0.409USD
-0.001-0.32%
Close 06/18, 16:00ETQuotes delayed by 15 min
11.25MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+65.59%
240-Day Volatility
+130.80%

Return

Best Daily Return
60 days
+18.13%
120 days
+48.28%
5 years
--
Worst Daily Return
60 days
-20.15%
120 days
-20.15%
5 years
--
Sharpe Ratio
60 days
-1.88
120 days
+0.38
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+65.59%
3 years
+85.82%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.69
3 years
-0.29
5 years
--
Skewness
240 days
+2.14
3 years
+1.43
5 years
--

Volatility

Realised Volatility
240 days
+130.80%
5 years
--
Standardised True Range
240 days
+12.79%
5 years
--
Downside Risk-Adjusted Return
120 days
+70.93%
240 days
+70.93%
Maximum Daily Upside Volatility
60 days
+81.49%
Maximum Daily Downside Volatility
60 days
+71.48%

Liquidity

Average Turnover Rate
60 days
+2.84%
120 days
+3.35%
5 years
--
Turnover Deviation
20 days
-24.27%
60 days
+111.95%
120 days
+150.30%
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