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Immuron Ltd
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1.100USD
+0.010+0.92%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
6.27MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.94
VaR
+7.05%
240-Day Maximum Drawdown
+70.21%
240-Day Volatility
+108.93%
Return
Best Daily Return
60 days
+24.72%
120 days
+24.72%
5 years
+175.74%
Worst Daily Return
60 days
-9.46%
120 days
-14.17%
5 years
-25.83%
Sharpe Ratio
60 days
+1.67
120 days
+0.98
5 years
+0.12
Risk Assessment
Maximum Drawdown
240 days
+70.21%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.51
3 years
-0.14
5 years
--
Skewness
240 days
+0.80
3 years
+14.49
5 years
+12.82
Volatility
Realised Volatility
240 days
+108.93%
5 years
--
Standardised True Range
240 days
+9.26%
5 years
+16.77%
Downside Risk-Adjusted Return
120 days
+240.75%
240 days
+240.75%
Maximum Daily Upside Volatility
60 days
+122.63%
Maximum Daily Downside Volatility
60 days
+66.63%
Liquidity
Average Turnover Rate
60 days
+2.28%
120 days
+3.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--