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Mercurity Fintech Holding Inc
MFHAdd to Watchlist
11.350USD
0.0000.00%
Close 06/24, 16:00（ET）Quotes delayed by 15 min
375.77MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
4.68
VaR
+11.83%
240-Day Maximum Drawdown
+74.62%
240-Day Volatility
+189.49%
Return
Best Daily Return
60 days
+36.09%
120 days
+53.12%
5 years
+81.37%
Worst Daily Return
60 days
-26.69%
120 days
-57.36%
5 years
-99.70%
Sharpe Ratio
60 days
+2.86
120 days
+1.95
5 years
+0.71
Risk Assessment
Maximum Drawdown
240 days
+74.62%
3 years
+74.62%
5 years
+95.38%
Return-to-Drawdown Ratio
240 days
+0.75
3 years
+3.52
5 years
+0.32
Skewness
240 days
-0.01
3 years
+0.25
5 years
+0.38
Volatility
Realised Volatility
240 days
+189.49%
5 years
+175.84%
Standardised True Range
240 days
+10.64%
5 years
+4.48%
Downside Risk-Adjusted Return
120 days
+259.44%
240 days
+259.44%
Maximum Daily Upside Volatility
60 days
+146.14%
Maximum Daily Downside Volatility
60 days
+146.74%
Liquidity
Average Turnover Rate
60 days
+0.02%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
-9.41%
60 days
+317.05%
120 days
+133.84%
