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Tianci International Ord Shs

CIIT
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0.588USD
-0.006-0.98%
Close 07/02, 13:00ETQuotes delayed by 15 min
2.13MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-2.57
VaR
+30.00%
240-Day Maximum Drawdown
+94.60%
240-Day Volatility
+282.73%

Return

Best Daily Return
60 days
+81.18%
120 days
+81.18%
5 years
+290.00%
Worst Daily Return
60 days
-70.14%
120 days
-70.14%
5 years
-94.55%
Sharpe Ratio
60 days
-0.17
120 days
-0.29
5 years
+1.54

Risk Assessment

Maximum Drawdown
240 days
+94.60%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
--
5 years
--
Skewness
240 days
+1.30
3 years
+4.11
5 years
+3.83

Volatility

Realised Volatility
240 days
+282.73%
5 years
--
Standardised True Range
240 days
+103.64%
5 years
--
Downside Risk-Adjusted Return
120 days
-42.00%
240 days
-42.00%
Maximum Daily Upside Volatility
60 days
+656.98%
Maximum Daily Downside Volatility
60 days
+228.24%

Liquidity

Average Turnover Rate
60 days
+55.97%
120 days
+35.69%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--