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Metalpha Technology Holding Ltd
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0.980USD
+0.050+5.33%
Market hours （ET）Quotes delayed by 15 min
37.53MMarket Cap
5.76P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.66
VaR
+8.58%
240-Day Maximum Drawdown
+78.30%
240-Day Volatility
+97.68%
Return
Best Daily Return
60 days
+23.64%
120 days
+23.64%
5 years
+39.34%
Worst Daily Return
60 days
-15.53%
120 days
-15.53%
5 years
-29.95%
Sharpe Ratio
60 days
-0.22
120 days
-1.81
5 years
+0.37
Risk Assessment
Maximum Drawdown
240 days
+78.30%
3 years
+78.88%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.93
3 years
-0.10
5 years
-0.07
Skewness
240 days
+0.34
3 years
+0.55
5 years
+0.48
Volatility
Realised Volatility
240 days
+97.68%
5 years
--
Standardised True Range
240 days
+19.16%
5 years
+14.07%
Downside Risk-Adjusted Return
120 days
-296.39%
240 days
-296.39%
Maximum Daily Upside Volatility
60 days
+98.87%
Maximum Daily Downside Volatility
60 days
+63.95%
Liquidity
Average Turnover Rate
60 days
+0.17%
120 days
+0.17%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--