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China Natural Resources Inc
CHNRAdd to Watchlist
4.300USD
+0.320+8.04%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
5.40MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.09
VaR
+8.06%
240-Day Maximum Drawdown
+54.95%
240-Day Volatility
+131.01%
Return
Best Daily Return
60 days
+22.27%
120 days
+32.12%
5 years
+236.50%
Worst Daily Return
60 days
-11.94%
120 days
-15.96%
5 years
-48.99%
Sharpe Ratio
60 days
+0.03
120 days
+0.73
5 years
+0.11
Risk Assessment
Maximum Drawdown
240 days
+54.95%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.40
3 years
-0.26
5 years
-0.06
Skewness
240 days
+2.19
3 years
+14.76
5 years
+14.96
Volatility
Realised Volatility
240 days
+131.01%
5 years
--
Standardised True Range
240 days
+9.10%
5 years
+17.73%
Downside Risk-Adjusted Return
120 days
+138.50%
240 days
+138.50%
Maximum Daily Upside Volatility
60 days
+102.62%
Maximum Daily Downside Volatility
60 days
+58.17%
Liquidity
Average Turnover Rate
60 days
+2.04%
120 days
+9.35%
5 years
--
Turnover Deviation
20 days
-12.01%
60 days
-62.47%
120 days
+72.15%
