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Davis Commodities Ltd
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1.000USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
1.77MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
--
240-Day Maximum Drawdown
+99.22%
240-Day Volatility
+260.63%
Return
Best Daily Return
60 days
+74.13%
120 days
+74.13%
5 years
--
Worst Daily Return
60 days
-31.18%
120 days
-77.93%
5 years
--
Sharpe Ratio
60 days
-1.45
120 days
-0.44
5 years
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Risk Assessment
Maximum Drawdown
240 days
+99.22%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.90
3 years
--
5 years
--
Skewness
240 days
+1.15
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+260.63%
5 years
--
Standardised True Range
240 days
+294.86%
5 years
--
Downside Risk-Adjusted Return
120 days
-65.96%
240 days
-65.96%
Maximum Daily Upside Volatility
60 days
+378.89%
Maximum Daily Downside Volatility
60 days
+214.53%
Liquidity
Average Turnover Rate
60 days
+6.52%
120 days
+3.37%
5 years
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Turnover Deviation
20 days
-68.18%
60 days
+317.61%
120 days
+115.98%
