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JE Cleantech Holdings Ltd
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1.327USD
-0.003-0.20%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
6.97MMarket Cap
289.00P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.40
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+72.00%
120 days
+85.98%
5 years
--
Worst Daily Return
60 days
-17.18%
120 days
-23.42%
5 years
--
Sharpe Ratio
60 days
+1.36
120 days
+0.99
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.20
3 years
-0.04
5 years
--
Skewness
240 days
--
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+9.68%
5 years
--
Downside Risk-Adjusted Return
120 days
+230.61%
240 days
+230.61%
Maximum Daily Upside Volatility
60 days
+216.87%
Maximum Daily Downside Volatility
60 days
+86.17%
Liquidity
Average Turnover Rate
60 days
+12.57%
120 days
+14.32%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
