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Enstar Group Ltd
ESGRAdd to Watchlist
337.910USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
5.04BMarket Cap
10.70P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.68
VaR
+2.10%
240-Day Maximum Drawdown
+8.52%
240-Day Volatility
+10.37%
Return
Best Daily Return
60 days
+0.53%
120 days
+0.62%
5 years
+10.25%
Worst Daily Return
60 days
-0.69%
120 days
-0.69%
5 years
-6.07%
Sharpe Ratio
60 days
+2.12
120 days
+2.34
5 years
+0.82
Risk Assessment
Maximum Drawdown
240 days
+8.52%
3 years
+16.71%
5 years
+40.74%
Return-to-Drawdown Ratio
240 days
+0.08
3 years
+1.41
5 years
+0.59
Skewness
240 days
-2.13
3 years
+0.38
5 years
+0.85
Volatility
Realised Volatility
240 days
+10.37%
5 years
+24.43%
Standardised True Range
240 days
+0.60%
5 years
+1.49%
Downside Risk-Adjusted Return
120 days
+336.21%
240 days
+336.21%
Maximum Daily Upside Volatility
60 days
+2.78%
Maximum Daily Downside Volatility
60 days
+4.11%
Liquidity
Average Turnover Rate
60 days
+0.75%
120 days
+0.75%
5 years
--
Turnover Deviation
20 days
+69.52%
60 days
+49.76%
120 days
+49.48%
