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Global Mofy AI Ltd

GMM
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2.320USD
+0.100+4.44%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.37MMarket 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
+97.16%
240-Day Volatility
+408.79%

Return

Best Daily Return
60 days
+2620.11%
120 days
+2620.11%
5 years
--
Worst Daily Return
60 days
-72.10%
120 days
-72.10%
5 years
--
Sharpe Ratio
60 days
+1.87
120 days
+1.34
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+97.16%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.19
3 years
--
5 years
--
Skewness
240 days
+15.47
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+408.79%
5 years
--
Standardised True Range
240 days
+7.37%
5 years
--
Downside Risk-Adjusted Return
120 days
+3042.81%
240 days
+3042.81%
Maximum Daily Upside Volatility
60 days
+6120.24%
Maximum Daily Downside Volatility
60 days
+5134.75%

Liquidity

Average Turnover Rate
60 days
+242.87%
120 days
+122.71%
5 years
--
Turnover Deviation
20 days
+987.64%
60 days
+328.41%
120 days
+116.45%