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CytoMed Therapeutics Ltd

GDTC
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0.975USD
-0.060-5.93%
Close 07/02, 13:00ETQuotes delayed by 15 min
11.24MMarket 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
+73.12%
240-Day Volatility
+125.54%

Return

Best Daily Return
60 days
+31.79%
120 days
+31.79%
5 years
--
Worst Daily Return
60 days
-21.39%
120 days
-23.35%
5 years
--
Sharpe Ratio
60 days
+0.21
120 days
-0.20
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+73.12%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.71
3 years
-0.25
5 years
--
Skewness
240 days
+0.89
3 years
+0.71
5 years
--

Volatility

Realised Volatility
240 days
+125.54%
5 years
--
Standardised True Range
240 days
+12.70%
5 years
--
Downside Risk-Adjusted Return
120 days
-29.36%
240 days
-29.36%
Maximum Daily Upside Volatility
60 days
+114.51%
Maximum Daily Downside Volatility
60 days
+84.93%

Liquidity

Average Turnover Rate
60 days
+0.11%
120 days
+1.87%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--