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Cipher Mining Inc

CIFRW
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4.090USD
0.0000.00%
Close ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.88
VaR
+15.79%
240-Day Maximum Drawdown
+85.23%
240-Day Volatility
+255.63%

Return

Best Daily Return
60 days
+43.99%
120 days
+43.99%
5 years
+102.70%
Worst Daily Return
60 days
-30.86%
120 days
-30.86%
5 years
-44.49%
Sharpe Ratio
60 days
+0.68
120 days
+2.21
5 years
+1.00

Risk Assessment

Maximum Drawdown
240 days
+85.23%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+2.67
3 years
+4.37
5 years
+0.10
Skewness
240 days
+0.44
3 years
+0.81
5 years
+1.45

Volatility

Realised Volatility
240 days
+255.63%
5 years
--
Standardised True Range
240 days
+13.31%
5 years
+5.57%
Downside Risk-Adjusted Return
120 days
+395.37%
240 days
+395.37%
Maximum Daily Upside Volatility
60 days
+217.66%
Maximum Daily Downside Volatility
60 days
+165.82%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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