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mF International Limited
MFIAdd to Watchlist
9.110USD
+0.350+4.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
15.09MMarket 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
+87.24%
240-Day Volatility
+185.58%
Return
Best Daily Return
60 days
+28.85%
120 days
+28.85%
5 years
--
Worst Daily Return
60 days
-16.68%
120 days
-17.00%
5 years
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Sharpe Ratio
60 days
-0.30
120 days
-0.73
5 years
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Risk Assessment
Maximum Drawdown
240 days
+87.24%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.77
3 years
--
5 years
--
Skewness
240 days
+0.42
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+185.58%
5 years
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Standardised True Range
240 days
+30.91%
5 years
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Downside Risk-Adjusted Return
120 days
-131.56%
240 days
-131.56%
Maximum Daily Upside Volatility
60 days
+153.50%
Maximum Daily Downside Volatility
60 days
+90.58%
Liquidity
Average Turnover Rate
60 days
+0.12%
120 days
+0.09%
5 years
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Turnover Deviation
20 days
-96.93%
60 days
-97.64%
120 days
-98.15%