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Mind Medicine (MindMed) Inc

MNMD
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15.020USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.67BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.63
VaR
+7.19%
240-Day Maximum Drawdown
+50.56%
240-Day Volatility
+78.84%

Return

Best Daily Return
60 days
+14.61%
120 days
+14.61%
5 years
+65.26%
Worst Daily Return
60 days
-13.45%
120 days
-13.45%
5 years
-47.06%
Sharpe Ratio
60 days
+1.76
120 days
+1.65
5 years
+0.20

Risk Assessment

Maximum Drawdown
240 days
+50.56%
3 years
+58.38%
5 years
--
Return-to-Drawdown Ratio
240 days
+2.19
3 years
+1.80
5 years
--
Skewness
240 days
+0.33
3 years
+1.73
5 years
+1.87

Volatility

Realised Volatility
240 days
+78.84%
5 years
--
Standardised True Range
240 days
+4.33%
5 years
--
Downside Risk-Adjusted Return
120 days
+287.54%
240 days
+287.54%
Maximum Daily Upside Volatility
60 days
+48.11%
Maximum Daily Downside Volatility
60 days
+42.34%

Liquidity

Average Turnover Rate
60 days
+1.64%
120 days
+1.60%
5 years
--
Turnover Deviation
20 days
-22.08%
60 days
-22.82%
120 days
-25.00%
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