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Innovation Beverage Group Ltd

IBG
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1.010USD
-0.040-3.81%
Close 07/02, 13:00ETQuotes delayed by 15 min
2.02MMarket 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
+86.53%
240-Day Volatility
+273.00%

Return

Best Daily Return
60 days
+18.03%
120 days
+341.18%
5 years
--
Worst Daily Return
60 days
-13.87%
120 days
-55.28%
5 years
--
Sharpe Ratio
60 days
-0.20
120 days
+0.93
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+86.53%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.93
3 years
--
5 years
--
Skewness
240 days
+10.57
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+273.00%
5 years
--
Standardised True Range
240 days
+37.16%
5 years
--
Downside Risk-Adjusted Return
120 days
+302.01%
240 days
+302.01%
Maximum Daily Upside Volatility
60 days
+92.43%
Maximum Daily Downside Volatility
60 days
+63.69%

Liquidity

Average Turnover Rate
60 days
+2.09%
120 days
+4.98%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--