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Intelligent Living Application Group Inc

ILAG
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3.080USD
+0.080+2.67%
Close 06/18, 16:00ETQuotes delayed by 15 min
6.40MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.15
VaR
--
240-Day Maximum Drawdown
+67.38%
240-Day Volatility
+292.63%

Return

Best Daily Return
60 days
+20.31%
120 days
+48.95%
5 years
--
Worst Daily Return
60 days
-12.46%
120 days
-20.88%
5 years
--
Sharpe Ratio
60 days
+1.54
120 days
+0.33
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+67.38%
3 years
+71.92%
5 years
--
Return-to-Drawdown Ratio
240 days
+7.62
3 years
+0.86
5 years
--
Skewness
240 days
+15.04
3 years
+25.01
5 years
--

Volatility

Realised Volatility
240 days
+292.63%
5 years
--
Standardised True Range
240 days
+11.78%
5 years
--
Downside Risk-Adjusted Return
120 days
+57.89%
240 days
+57.89%
Maximum Daily Upside Volatility
60 days
+133.30%
Maximum Daily Downside Volatility
60 days
+101.13%

Liquidity

Average Turnover Rate
60 days
+0.41%
120 days
+0.50%
5 years
--
Turnover Deviation
20 days
-51.14%
60 days
-80.60%
120 days
-76.32%
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