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Granite Real Estate Investment Trust

GRP_u
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59.190USD
0.0000.00%
Close ETQuotes delayed by 15 min
3.59BMarket Cap
17.52P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.46
VaR
+2.97%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
--
120 days
--
5 years
--
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
--
120 days
--
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.23
3 years
-0.01
5 years
-0.01
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+4.71%
5 years
+5.37%
Downside Risk-Adjusted Return
120 days
--
240 days
--
Maximum Daily Upside Volatility
60 days
--
Maximum Daily Downside Volatility
60 days
--

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%
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