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BGM Group Ltd
BGMAdd to Watchlist
0.368USD
-0.007-2.00%
Close 06/30, 16:00（ET）Quotes delayed by 15 min
147.27MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.82
VaR
+9.56%
240-Day Maximum Drawdown
+97.78%
240-Day Volatility
+154.93%
Return
Best Daily Return
60 days
+24.93%
120 days
+24.93%
5 years
+69.58%
Worst Daily Return
60 days
-20.06%
120 days
-38.08%
5 years
-38.08%
Sharpe Ratio
60 days
+1.24
120 days
-2.14
5 years
-0.23
Risk Assessment
Maximum Drawdown
240 days
+97.78%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.30
5 years
-0.20
Skewness
240 days
-0.18
3 years
+1.20
5 years
+1.21
Volatility
Realised Volatility
240 days
+154.93%
5 years
--
Standardised True Range
240 days
+118.30%
5 years
+156.56%
Downside Risk-Adjusted Return
120 days
-263.50%
240 days
-263.50%
Maximum Daily Upside Volatility
60 days
+160.44%
Maximum Daily Downside Volatility
60 days
+92.29%
Liquidity
Average Turnover Rate
60 days
+5.64%
120 days
+4.44%
5 years
--
Turnover Deviation
20 days
+461.73%
60 days
+279.50%
120 days
+198.32%
