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ESGL Holdings Ltd
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3.230USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
863.09MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.46
VaR
--
240-Day Maximum Drawdown
+31.92%
240-Day Volatility
+86.27%
Return
Best Daily Return
60 days
+7.64%
120 days
+10.77%
5 years
--
Worst Daily Return
60 days
-6.05%
120 days
-10.00%
5 years
--
Sharpe Ratio
60 days
-2.43
120 days
-0.03
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+31.92%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.83
3 years
-0.23
5 years
--
Skewness
240 days
+1.59
3 years
+0.51
5 years
--
Volatility
Realised Volatility
240 days
+86.27%
5 years
--
Standardised True Range
240 days
+5.90%
5 years
--
Downside Risk-Adjusted Return
120 days
-4.26%
240 days
-4.26%
Maximum Daily Upside Volatility
60 days
+35.63%
Maximum Daily Downside Volatility
60 days
+38.54%
Liquidity
Average Turnover Rate
60 days
+0.12%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--