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Erasca Inc

ERAS
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13.670USD
-0.310-2.22%
Close 06/18, 16:00ETQuotes delayed by 15 min
4.25BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.71
VaR
+7.43%
240-Day Maximum Drawdown
+59.46%
240-Day Volatility
+115.54%

Return

Best Daily Return
60 days
+16.90%
120 days
+42.42%
5 years
+42.42%
Worst Daily Return
60 days
-48.30%
120 days
-48.30%
5 years
-48.30%
Sharpe Ratio
60 days
+0.68
120 days
+2.98
5 years
+0.29

Risk Assessment

Maximum Drawdown
240 days
+59.46%
3 years
+67.68%
5 years
+95.34%
Return-to-Drawdown Ratio
240 days
+14.51
3 years
+2.09
5 years
-0.08
Skewness
240 days
-0.37
3 years
+0.24
5 years
+0.17

Volatility

Realised Volatility
240 days
+115.54%
5 years
+95.16%
Standardised True Range
240 days
+4.82%
5 years
+3.44%
Downside Risk-Adjusted Return
120 days
+354.49%
240 days
+354.49%
Maximum Daily Upside Volatility
60 days
+123.72%
Maximum Daily Downside Volatility
60 days
+119.40%

Liquidity

Average Turnover Rate
60 days
+2.36%
120 days
+2.28%
5 years
--
Turnover Deviation
20 days
+87.80%
60 days
+135.98%
120 days
+127.76%
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