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Glen Burnie Bancorp
GLBZAdd to Watchlist
4.300USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
13.28MMarket Cap
486.98P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.19
VaR
+5.41%
240-Day Maximum Drawdown
+32.65%
240-Day Volatility
+73.24%
Return
Best Daily Return
60 days
+5.76%
120 days
+7.16%
5 years
+21.67%
Worst Daily Return
60 days
-6.29%
120 days
-12.62%
5 years
-23.79%
Sharpe Ratio
60 days
-0.34
120 days
-0.73
5 years
+0.04
Risk Assessment
Maximum Drawdown
240 days
+32.65%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.82
3 years
-0.17
5 years
-0.13
Skewness
240 days
-1.09
3 years
+0.16
5 years
+0.16
Volatility
Realised Volatility
240 days
+73.24%
5 years
--
Standardised True Range
240 days
+5.35%
5 years
+14.77%
Downside Risk-Adjusted Return
120 days
-87.26%
240 days
-87.26%
Maximum Daily Upside Volatility
60 days
+37.82%
Maximum Daily Downside Volatility
60 days
+45.17%
Liquidity
Average Turnover Rate
60 days
+0.36%
120 days
+0.28%
5 years
--
Turnover Deviation
20 days
+18.30%
60 days
+53.19%
120 days
+17.90%