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Bit Origin Ltd

BTOG
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1.280USD
+0.040+3.23%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.26MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.85
VaR
+11.58%
240-Day Maximum Drawdown
+92.30%
240-Day Volatility
+450.87%

Return

Best Daily Return
60 days
+14.23%
120 days
+36.84%
5 years
+5811.14%
Worst Daily Return
60 days
-24.54%
120 days
-41.24%
5 years
-45.86%
Sharpe Ratio
60 days
-2.18
120 days
-2.77
5 years
+0.44

Risk Assessment

Maximum Drawdown
240 days
+92.30%
3 years
+98.72%
5 years
+99.87%
Return-to-Drawdown Ratio
240 days
+0.69
3 years
-0.07
5 years
-0.19
Skewness
240 days
+15.51
3 years
+26.74
5 years
+34.47

Volatility

Realised Volatility
240 days
+450.87%
5 years
+270.54%
Standardised True Range
240 days
+30.26%
5 years
+71.64%
Downside Risk-Adjusted Return
120 days
-316.96%
240 days
-316.96%
Maximum Daily Upside Volatility
60 days
+200.65%
Maximum Daily Downside Volatility
60 days
+88.06%

Liquidity

Average Turnover Rate
60 days
+216.25%
120 days
+160.82%
5 years
--
Turnover Deviation
20 days
-79.98%
60 days
-87.02%
120 days
-90.34%