Search
FST Ltd
KBSXAdd to Watchlist
0.950USD
-0.015-1.53%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
42.53MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.29
VaR
--
240-Day Maximum Drawdown
+52.62%
240-Day Volatility
+74.81%
Return
Best Daily Return
60 days
+15.57%
120 days
+15.57%
5 years
--
Worst Daily Return
60 days
-17.60%
120 days
-17.83%
5 years
--
Sharpe Ratio
60 days
-1.24
120 days
-0.58
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+52.62%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.83
3 years
-0.30
5 years
--
Skewness
240 days
+0.10
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+74.81%
5 years
--
Standardised True Range
240 days
+6.74%
5 years
--
Downside Risk-Adjusted Return
120 days
-80.59%
240 days
-80.59%
Maximum Daily Upside Volatility
60 days
+75.72%
Maximum Daily Downside Volatility
60 days
+69.86%
Liquidity
Average Turnover Rate
60 days
+2.77%
120 days
+1.47%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%