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ESSA Pharma Inc
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0.201USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
8.93MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.55
VaR
+7.13%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+7.80%
120 days
+8.77%
5 years
+180.23%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-3.76
120 days
-2.55
5 years
-0.25
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
-7.21
3 years
-7.04
5 years
+5.83
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-174.15%
240 days
-174.15%
Maximum Daily Upside Volatility
60 days
+276.16%
Maximum Daily Downside Volatility
60 days
+274.18%
Liquidity
Average Turnover Rate
60 days
+12.88%
120 days
+6.67%
5 years
--
Turnover Deviation
20 days
+1575.43%
60 days
+495.29%
120 days
+208.53%