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Evoke Pharma Inc
EVOKAdd to Watchlist
11.000USD
0.0000.00%
Close 07/01, 16:00（ET）Quotes delayed by 15 min
18.95MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.11
VaR
+9.19%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+132.24%
120 days
+162.78%
5 years
+162.78%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
+0.32
120 days
+1.03
5 years
-0.14
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
+5.90
3 years
+7.40
5 years
+7.15
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
+170.56%
240 days
+170.56%
Maximum Daily Upside Volatility
60 days
+348.23%
Maximum Daily Downside Volatility
60 days
+346.20%
Liquidity
Average Turnover Rate
60 days
+186.21%
120 days
+94.53%
5 years
--
Turnover Deviation
20 days
-17.07%
60 days
+382.50%
120 days
+144.95%