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Global Engine Group Holding Ltd
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0.416USD
-0.016-3.73%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
7.61MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+92.77%
240-Day Volatility
+232.48%
Return
Best Daily Return
60 days
+52.08%
120 days
+52.08%
5 years
--
Worst Daily Return
60 days
-18.90%
120 days
-19.98%
5 years
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Sharpe Ratio
60 days
+0.86
120 days
+0.44
5 years
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Risk Assessment
Maximum Drawdown
240 days
+92.77%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.84
3 years
--
5 years
--
Skewness
240 days
+0.70
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+232.48%
5 years
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Standardised True Range
240 days
+29.04%
5 years
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Downside Risk-Adjusted Return
120 days
+101.50%
240 days
+101.50%
Maximum Daily Upside Volatility
60 days
+469.60%
Maximum Daily Downside Volatility
60 days
+167.16%
Liquidity
Average Turnover Rate
60 days
+48.25%
120 days
+24.75%
5 years
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Turnover Deviation
20 days
--
60 days
--
120 days
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