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I-Mab
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4.630USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
173.47MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.34
VaR
+8.30%
240-Day Maximum Drawdown
+43.64%
240-Day Volatility
+126.94%
Return
Best Daily Return
60 days
+21.70%
120 days
+46.09%
5 years
+46.09%
Worst Daily Return
60 days
-17.29%
120 days
-27.34%
5 years
-27.34%
Sharpe Ratio
60 days
+2.10
120 days
+2.96
5 years
-0.07
Risk Assessment
Maximum Drawdown
240 days
+43.64%
3 years
+91.61%
5 years
+99.27%
Return-to-Drawdown Ratio
240 days
+7.72
3 years
+0.07
5 years
-0.18
Skewness
240 days
+1.86
3 years
+1.88
5 years
+1.23
Volatility
Realised Volatility
240 days
+126.94%
5 years
+99.90%
Standardised True Range
240 days
+5.25%
5 years
+26.39%
Downside Risk-Adjusted Return
120 days
+601.05%
240 days
+601.05%
Maximum Daily Upside Volatility
60 days
+116.75%
Maximum Daily Downside Volatility
60 days
+100.84%
Liquidity
Average Turnover Rate
60 days
+1.15%
120 days
+0.66%
5 years
--
Turnover Deviation
20 days
+321.27%
60 days
+241.24%
120 days
+95.70%
