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MSP Recovery Inc
MSPRAdd to Watchlist
0.200USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
279.28KMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
--
VaR
+13.46%
240-Day Maximum Drawdown
+98.11%
240-Day Volatility
+328.16%
Return
Best Daily Return
60 days
+136.59%
120 days
+136.59%
5 years
+252.19%
Worst Daily Return
60 days
-47.41%
120 days
-47.41%
5 years
-53.06%
Sharpe Ratio
60 days
-0.64
120 days
-1.63
5 years
-0.37
Risk Assessment
Maximum Drawdown
240 days
+98.11%
3 years
+99.97%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.93
3 years
-0.33
5 years
-0.20
Skewness
240 days
+4.36
3 years
+8.26
5 years
+9.64
Volatility
Realised Volatility
240 days
+328.16%
5 years
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Standardised True Range
240 days
+215.38%
5 years
+25536.39%
Downside Risk-Adjusted Return
120 days
-350.96%
240 days
-350.96%
Maximum Daily Upside Volatility
60 days
+896.51%
Maximum Daily Downside Volatility
60 days
+371.50%
Liquidity
Average Turnover Rate
60 days
+9.03%
120 days
+24.49%
5 years
--
Turnover Deviation
20 days
-98.12%
60 days
-97.45%
120 days
-93.09%