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iRobot Corp
IRBTAdd to Watchlist
0.466USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
1.72MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.16
VaR
+7.85%
240-Day Maximum Drawdown
+96.33%
240-Day Volatility
+206.03%
Return
Best Daily Return
60 days
+73.85%
120 days
+73.85%
5 years
+73.85%
Worst Daily Return
60 days
-72.69%
120 days
-72.69%
5 years
-72.69%
Sharpe Ratio
60 days
-0.99
120 days
-0.44
5 years
-0.53
Risk Assessment
Maximum Drawdown
240 days
+96.33%
3 years
+99.09%
5 years
+99.64%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.63
3 years
+0.69
5 years
+0.81
Volatility
Realised Volatility
240 days
+206.03%
5 years
+108.87%
Standardised True Range
240 days
+108.27%
5 years
+335.32%
Downside Risk-Adjusted Return
120 days
-57.90%
240 days
-57.90%
Maximum Daily Upside Volatility
60 days
+330.25%
Maximum Daily Downside Volatility
60 days
+210.59%
Liquidity
Average Turnover Rate
60 days
+6.87%
120 days
+7.66%
5 years
--
Turnover Deviation
20 days
-30.69%
60 days
+14.76%
120 days
+27.85%
