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IGM Biosciences Inc
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1.270USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
76.45MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.67
VaR
+8.93%
240-Day Maximum Drawdown
+94.28%
240-Day Volatility
+159.37%
Return
Best Daily Return
60 days
+15.18%
120 days
+15.18%
5 years
+96.73%
Worst Daily Return
60 days
-11.48%
120 days
-11.48%
5 years
-66.29%
Sharpe Ratio
60 days
+1.24
120 days
-0.02
5 years
-0.15
Risk Assessment
Maximum Drawdown
240 days
+94.28%
3 years
+96.08%
5 years
+99.16%
Return-to-Drawdown Ratio
240 days
-0.93
3 years
-0.32
5 years
-0.20
Skewness
240 days
-2.95
3 years
-0.49
5 years
+2.18
Volatility
Realised Volatility
240 days
+159.37%
5 years
+116.76%
Standardised True Range
240 days
+49.08%
5 years
+178.74%
Downside Risk-Adjusted Return
120 days
-3.70%
240 days
-3.70%
Maximum Daily Upside Volatility
60 days
+60.65%
Maximum Daily Downside Volatility
60 days
+52.48%
Liquidity
Average Turnover Rate
60 days
+1.05%
120 days
+0.67%
5 years
--
Turnover Deviation
20 days
+38.41%
60 days
+73.19%
120 days
+11.71%
