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Lichen China Ltd
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1.200USD
+0.207+20.82%
Close 07/01, 16:00（ET）Quotes delayed by 15 min
19.59MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+90.26%
240-Day Volatility
+199.89%
Return
Best Daily Return
60 days
+42.32%
120 days
+49.15%
5 years
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Worst Daily Return
60 days
-61.48%
120 days
-61.48%
5 years
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Sharpe Ratio
60 days
-0.49
120 days
+0.33
5 years
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Risk Assessment
Maximum Drawdown
240 days
+90.26%
3 years
+99.82%
5 years
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Return-to-Drawdown Ratio
240 days
-0.88
3 years
-0.33
5 years
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Skewness
240 days
-0.17
3 years
+0.63
5 years
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Volatility
Realised Volatility
240 days
+199.89%
5 years
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Standardised True Range
240 days
+47.93%
5 years
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Downside Risk-Adjusted Return
120 days
+36.91%
240 days
+36.91%
Maximum Daily Upside Volatility
60 days
+249.43%
Maximum Daily Downside Volatility
60 days
+240.49%
Liquidity
Average Turnover Rate
60 days
+778.03%
120 days
+401.31%
5 years
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Turnover Deviation
20 days
-51.07%
60 days
-77.64%
120 days
-88.47%