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Invo Fertility Ord Shs

IVF
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1.361USD
-0.139-9.29%
Close 06/22, 16:00ETQuotes delayed by 15 min
129.90KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.31
VaR
+12.08%
240-Day Maximum Drawdown
+99.06%
240-Day Volatility
+229.56%

Return

Best Daily Return
60 days
+19.82%
120 days
+191.73%
5 years
+292.76%
Worst Daily Return
60 days
-21.81%
120 days
-25.77%
5 years
-46.30%
Sharpe Ratio
60 days
-2.61
120 days
+0.06
5 years
-0.36

Risk Assessment

Maximum Drawdown
240 days
+99.06%
3 years
+99.96%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
+7.68
3 years
+10.12
5 years
+11.10

Volatility

Realised Volatility
240 days
+229.56%
5 years
+195.50%
Standardised True Range
240 days
+231.53%
5 years
+124297.46%
Downside Risk-Adjusted Return
120 days
+24.86%
240 days
+24.86%
Maximum Daily Upside Volatility
60 days
+102.17%
Maximum Daily Downside Volatility
60 days
+80.50%

Liquidity

Average Turnover Rate
60 days
+40.99%
120 days
+645.05%
5 years
--
Turnover Deviation
20 days
-79.33%
60 days
-91.50%
120 days
+33.70%
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