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DURECT Corp
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1.910USD
0.0000.00%
Market hours （ET）Quotes delayed by 15 min
59.29MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.94
VaR
+7.63%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+240.15%
120 days
+240.15%
5 years
+240.15%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
+1.04
120 days
+0.62
5 years
+0.06
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
+10.24
3 years
+11.23
5 years
+12.11
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
+114.05%
240 days
+114.05%
Maximum Daily Upside Volatility
60 days
+802.75%
Maximum Daily Downside Volatility
60 days
+536.06%
Liquidity
Average Turnover Rate
60 days
+3.91%
120 days
+2.15%
5 years
--
Turnover Deviation
20 days
+38.30%
60 days
+232.63%
120 days
+83.10%