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Critical Metals Corp

CRMLW
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3.320USD
-0.090-2.65%
Close 07/02, 13:00ETQuotes 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
1.39
VaR
--
240-Day Maximum Drawdown
+85.39%
240-Day Volatility
+225.58%

Return

Best Daily Return
60 days
+36.90%
120 days
+36.90%
5 years
--
Worst Daily Return
60 days
-18.35%
120 days
-22.69%
5 years
--
Sharpe Ratio
60 days
+0.33
120 days
-0.31
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+85.39%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.51
3 years
--
5 years
--
Skewness
240 days
+1.74
3 years
+1.20
5 years
--

Volatility

Realised Volatility
240 days
+225.58%
5 years
--
Standardised True Range
240 days
+25.04%
5 years
--
Downside Risk-Adjusted Return
120 days
-62.25%
240 days
-62.25%
Maximum Daily Upside Volatility
60 days
+131.69%
Maximum Daily Downside Volatility
60 days
+93.47%

Liquidity

Average Turnover Rate
60 days
+0.02%
120 days
+0.03%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--