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Farmmi Inc
FAMIAdd to Watchlist
1.350USD
+0.080+6.30%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
7.40MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.83
VaR
+7.64%
240-Day Maximum Drawdown
+51.60%
240-Day Volatility
+106.68%
Return
Best Daily Return
60 days
+24.79%
120 days
+24.79%
5 years
+41.25%
Worst Daily Return
60 days
-11.11%
120 days
-12.14%
5 years
-57.27%
Sharpe Ratio
60 days
+0.88
120 days
+0.29
5 years
-1.00
Risk Assessment
Maximum Drawdown
240 days
+51.60%
3 years
+97.78%
5 years
+99.93%
Return-to-Drawdown Ratio
240 days
-0.50
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.32
3 years
-1.03
5 years
-0.58
Volatility
Realised Volatility
240 days
+106.68%
5 years
+133.50%
Standardised True Range
240 days
+8.17%
5 years
+771.65%
Downside Risk-Adjusted Return
120 days
+57.13%
240 days
+57.13%
Maximum Daily Upside Volatility
60 days
+124.25%
Maximum Daily Downside Volatility
60 days
+75.21%
Liquidity
Average Turnover Rate
60 days
+0.14%
120 days
+2.53%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
