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Founder Group Ltd

FGL
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1.460USD
-0.030-2.01%
Close 07/02, 13:00ETQuotes delayed by 15 min
482.29KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+98.99%
240-Day Volatility
+223.65%

Return

Best Daily Return
60 days
+40.43%
120 days
+55.96%
5 years
--
Worst Daily Return
60 days
-20.45%
120 days
-27.47%
5 years
--
Sharpe Ratio
60 days
-0.65
120 days
-1.74
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+98.99%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-1.00
3 years
--
5 years
--
Skewness
240 days
+1.17
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+223.65%
5 years
--
Standardised True Range
240 days
+350.23%
5 years
--
Downside Risk-Adjusted Return
120 days
-328.46%
240 days
-328.46%
Maximum Daily Upside Volatility
60 days
+194.88%
Maximum Daily Downside Volatility
60 days
+135.79%

Liquidity

Average Turnover Rate
60 days
+6.15%
120 days
+6.53%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--