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BRP Inc
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76.660USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
4.39BMarket Cap
299.93P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.28
VaR
+3.92%
240-Day Maximum Drawdown
+39.56%
240-Day Volatility
+44.90%
Return
Best Daily Return
60 days
+8.05%
120 days
+9.55%
5 years
+12.89%
Worst Daily Return
60 days
-3.64%
120 days
-4.52%
5 years
-11.71%
Sharpe Ratio
60 days
+2.30
120 days
+2.65
5 years
+0.27
Risk Assessment
Maximum Drawdown
240 days
+39.56%
3 years
+64.82%
5 years
+67.67%
Return-to-Drawdown Ratio
240 days
+1.22
3 years
-0.03
5 years
+0.02
Skewness
240 days
+0.79
3 years
+0.41
5 years
+0.19
Volatility
Realised Volatility
240 days
+44.90%
5 years
+38.98%
Standardised True Range
240 days
+2.37%
5 years
+2.98%
Downside Risk-Adjusted Return
120 days
+671.43%
240 days
+671.43%
Maximum Daily Upside Volatility
60 days
+30.83%
Maximum Daily Downside Volatility
60 days
+17.87%
Liquidity
Average Turnover Rate
60 days
+0.38%
120 days
+0.35%
5 years
--
Turnover Deviation
20 days
+89.71%
60 days
+70.06%
120 days
+58.50%
