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Jowell Global Ltd

JWEL
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2.300USD
-0.130-5.35%
Close 06/22, 16:00ETQuotes delayed by 15 min
4.99MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.75
VaR
+10.04%
240-Day Maximum Drawdown
+45.83%
240-Day Volatility
+107.28%

Return

Best Daily Return
60 days
+13.90%
120 days
+19.90%
5 years
+146.47%
Worst Daily Return
60 days
-11.42%
120 days
-11.42%
5 years
-59.21%
Sharpe Ratio
60 days
+0.02
120 days
+0.33
5 years
+0.10

Risk Assessment

Maximum Drawdown
240 days
+45.83%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.23
3 years
-0.10
5 years
-0.19
Skewness
240 days
+0.46
3 years
+4.67
5 years
+5.09

Volatility

Realised Volatility
240 days
+107.28%
5 years
--
Standardised True Range
240 days
+6.64%
5 years
+108.36%
Downside Risk-Adjusted Return
120 days
+53.04%
240 days
+53.04%
Maximum Daily Upside Volatility
60 days
+95.02%
Maximum Daily Downside Volatility
60 days
+72.70%

Liquidity

Average Turnover Rate
60 days
+0.32%
120 days
+0.61%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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