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Chemomab Therapeutics Ltd
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2.270USD
+0.550+31.98%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
65.38MMarket Cap
13.03P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.61
VaR
+7.48%
240-Day Maximum Drawdown
+68.14%
240-Day Volatility
+99.10%
Return
Best Daily Return
60 days
+33.53%
120 days
+33.53%
5 years
+33.93%
Worst Daily Return
60 days
-8.23%
120 days
-11.04%
5 years
-25.37%
Sharpe Ratio
60 days
+1.78
120 days
+0.83
5 years
-0.35
Risk Assessment
Maximum Drawdown
240 days
+68.14%
3 years
+74.29%
5 years
+96.36%
Return-to-Drawdown Ratio
240 days
-0.73
3 years
+0.52
5 years
-0.17
Skewness
240 days
+1.94
3 years
+1.00
5 years
+0.91
Volatility
Realised Volatility
240 days
+99.10%
5 years
+135.55%
Standardised True Range
240 days
+8.56%
5 years
+10.18%
Downside Risk-Adjusted Return
120 days
+204.32%
240 days
+204.32%
Maximum Daily Upside Volatility
60 days
+91.58%
Maximum Daily Downside Volatility
60 days
+45.15%
Liquidity
Average Turnover Rate
60 days
+0.02%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
-44.68%
60 days
-64.74%
120 days
-62.55%