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Millennium Group International Holdings Ltd
MGIHAdd to Watchlist
1.485USD
-0.025-1.66%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
16.71MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
--
240-Day Maximum Drawdown
+55.71%
240-Day Volatility
+149.83%
Return
Best Daily Return
60 days
+19.33%
120 days
+19.33%
5 years
--
Worst Daily Return
60 days
-17.32%
120 days
-17.32%
5 years
--
Sharpe Ratio
60 days
+0.65
120 days
+0.67
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+55.71%
3 years
+62.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.11
3 years
-0.11
5 years
--
Skewness
240 days
+1.81
3 years
+11.84
5 years
--
Volatility
Realised Volatility
240 days
+149.83%
5 years
--
Standardised True Range
240 days
+10.05%
5 years
--
Downside Risk-Adjusted Return
120 days
+101.84%
240 days
+101.84%
Maximum Daily Upside Volatility
60 days
+104.72%
Maximum Daily Downside Volatility
60 days
+52.66%
Liquidity
Average Turnover Rate
60 days
+0.23%
120 days
+0.25%
5 years
--
Turnover Deviation
20 days
-90.52%
60 days
-95.57%
120 days
-95.12%
