Search
Kestrel Group Ord Shs
KGAdd to Watchlist
11.990USD
+0.230+1.96%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
93.81MMarket Cap
1.35P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.69
VaR
+6.62%
240-Day Maximum Drawdown
+71.45%
240-Day Volatility
+82.82%
Return
Best Daily Return
60 days
+12.92%
120 days
+14.91%
5 years
+2769.57%
Worst Daily Return
60 days
-10.40%
120 days
-11.59%
5 years
-20.48%
Sharpe Ratio
60 days
+1.44
120 days
+0.80
5 years
+0.44
Risk Assessment
Maximum Drawdown
240 days
+71.45%
3 years
+82.97%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.71
3 years
-0.28
5 years
--
Skewness
240 days
+0.23
3 years
+26.74
5 years
+34.48
Volatility
Realised Volatility
240 days
+82.82%
5 years
--
Standardised True Range
240 days
+9.18%
5 years
--
Downside Risk-Adjusted Return
120 days
+151.35%
240 days
+151.35%
Maximum Daily Upside Volatility
60 days
+66.47%
Maximum Daily Downside Volatility
60 days
+56.79%
Liquidity
Average Turnover Rate
60 days
+0.22%
120 days
+0.30%
5 years
--
Turnover Deviation
20 days
-91.50%
60 days
-85.76%
120 days
-80.89%
