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Bon Natural Life Ltd

BON
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1.179USD
-0.020-1.68%
Close 07/02, 13:00ETQuotes delayed by 15 min
187.25KMarket Cap
0.28P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.18
VaR
+9.65%
240-Day Maximum Drawdown
+50.44%
240-Day Volatility
+113.87%

Return

Best Daily Return
60 days
+11.56%
120 days
+11.56%
5 years
+95.73%
Worst Daily Return
60 days
-8.78%
120 days
-9.32%
5 years
-57.46%
Sharpe Ratio
60 days
-0.76
120 days
-1.60
5 years
-0.87

Risk Assessment

Maximum Drawdown
240 days
+50.44%
3 years
+99.33%
5 years
+99.82%
Return-to-Drawdown Ratio
240 days
-0.32
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.58
3 years
+2.53
5 years
+1.95

Volatility

Realised Volatility
240 days
+113.87%
5 years
+222.38%
Standardised True Range
240 days
+8.68%
5 years
+720.30%
Downside Risk-Adjusted Return
120 days
-217.73%
240 days
-217.73%
Maximum Daily Upside Volatility
60 days
+47.91%
Maximum Daily Downside Volatility
60 days
+48.61%

Liquidity

Average Turnover Rate
60 days
+2.08%
120 days
+5.01%
5 years
--
Turnover Deviation
20 days
-99.67%
60 days
-99.78%
120 days
-99.46%