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ICZOOM Group Inc
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0.294USD
-0.012-3.99%
Close 06/30, 16:00（ET）Quotes delayed by 15 min
3.53MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
--
240-Day Maximum Drawdown
+89.19%
240-Day Volatility
+150.13%
Return
Best Daily Return
60 days
+90.24%
120 days
+94.54%
5 years
--
Worst Daily Return
60 days
-38.55%
120 days
-38.55%
5 years
--
Sharpe Ratio
60 days
-0.21
120 days
-1.12
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+89.19%
3 years
+99.43%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
--
Skewness
240 days
+4.60
3 years
+2.23
5 years
--
Volatility
Realised Volatility
240 days
+150.13%
5 years
--
Standardised True Range
240 days
+36.92%
5 years
--
Downside Risk-Adjusted Return
120 days
-249.19%
240 days
-249.19%
Maximum Daily Upside Volatility
60 days
+267.17%
Maximum Daily Downside Volatility
60 days
+125.32%
Liquidity
Average Turnover Rate
60 days
+6.30%
120 days
+9.91%
5 years
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Turnover Deviation
20 days
+288.02%
60 days
+103.80%
120 days
+220.51%
