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Interpublic Group of Companies Inc
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24.570USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
8.88BMarket Cap
16.84P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.01
VaR
+2.80%
240-Day Maximum Drawdown
+24.72%
240-Day Volatility
+29.37%
Return
Best Daily Return
60 days
+4.77%
120 days
+6.95%
5 years
+11.32%
Worst Daily Return
60 days
-5.02%
120 days
-5.02%
5 years
-13.32%
Sharpe Ratio
60 days
-0.84
120 days
+0.71
5 years
+0.24
Risk Assessment
Maximum Drawdown
240 days
+24.72%
3 years
+44.57%
5 years
+44.57%
Return-to-Drawdown Ratio
240 days
-0.74
3 years
-0.24
5 years
-0.01
Skewness
240 days
+0.30
3 years
-0.68
5 years
-0.25
Volatility
Realised Volatility
240 days
+29.37%
5 years
+31.11%
Standardised True Range
240 days
+2.75%
5 years
+3.20%
Downside Risk-Adjusted Return
120 days
+130.15%
240 days
+130.15%
Maximum Daily Upside Volatility
60 days
+20.46%
Maximum Daily Downside Volatility
60 days
+19.67%
Liquidity
Average Turnover Rate
60 days
+2.00%
120 days
+1.95%
5 years
--
Turnover Deviation
20 days
+8.83%
60 days
+47.15%
120 days
+43.40%
