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FACT II Acquisition Corp

FACTW
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0.619USD
-0.081-11.54%
Close 06/18, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+28.35%
120 days
--
5 years
--
Worst Daily Return
60 days
-15.00%
120 days
-100.00%
5 years
--
Sharpe Ratio
60 days
+2.00
120 days
--
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+1.37
3 years
--
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+20.80%
5 years
--
Downside Risk-Adjusted Return
120 days
--
240 days
--
Maximum Daily Upside Volatility
60 days
+138.29%
Maximum Daily Downside Volatility
60 days
+96.03%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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