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Fast Track Group

FTRK
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0.420USD
-0.050-11.36%
Close 07/02, 13:00ETQuotes delayed by 15 min
9.16MMarket 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
+66.30%
240-Day Volatility
+170.91%

Return

Best Daily Return
60 days
+15.69%
120 days
+18.38%
5 years
--
Worst Daily Return
60 days
-17.92%
120 days
-17.92%
5 years
--
Sharpe Ratio
60 days
+0.76
120 days
-1.01
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+66.30%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.47
3 years
--
5 years
--
Skewness
240 days
+0.28
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+170.91%
5 years
--
Standardised True Range
240 days
+17.18%
5 years
--
Downside Risk-Adjusted Return
120 days
-174.80%
240 days
-174.80%
Maximum Daily Upside Volatility
60 days
+115.85%
Maximum Daily Downside Volatility
60 days
+113.19%

Liquidity

Average Turnover Rate
60 days
+0.24%
120 days
+0.81%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--