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GCL Global Holdings Ltd

GCL
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0.442USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
56.49MMarket Cap
74.16P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.40
VaR
--
240-Day Maximum Drawdown
+90.02%
240-Day Volatility
+128.17%

Return

Best Daily Return
60 days
+72.46%
120 days
+72.46%
5 years
--
Worst Daily Return
60 days
-11.85%
120 days
-26.05%
5 years
--
Sharpe Ratio
60 days
+0.07
120 days
-0.67
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+90.02%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
-0.32
5 years
--
Skewness
240 days
+3.92
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+128.17%
5 years
--
Standardised True Range
240 days
+33.71%
5 years
--
Downside Risk-Adjusted Return
120 days
-142.88%
240 days
-142.88%
Maximum Daily Upside Volatility
60 days
+258.07%
Maximum Daily Downside Volatility
60 days
+146.79%

Liquidity

Average Turnover Rate
60 days
+64.37%
120 days
+42.61%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%
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