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MMTEC Inc
MTCAdd to Watchlist
2.740USD
+0.190+7.45%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
272.87MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.25
VaR
+12.82%
240-Day Maximum Drawdown
+73.79%
240-Day Volatility
+190.88%
Return
Best Daily Return
60 days
+26.05%
120 days
+26.05%
5 years
+626.97%
Worst Daily Return
60 days
-33.66%
120 days
-33.66%
5 years
-85.02%
Sharpe Ratio
60 days
-1.01
120 days
+0.59
5 years
+0.54
Risk Assessment
Maximum Drawdown
240 days
+73.79%
3 years
+99.57%
5 years
+99.77%
Return-to-Drawdown Ratio
240 days
+2.86
3 years
-0.18
5 years
-0.20
Skewness
240 days
+14.60
3 years
+19.30
5 years
+18.96
Volatility
Realised Volatility
240 days
+190.88%
5 years
+199.45%
Standardised True Range
240 days
+15.77%
5 years
+80.46%
Downside Risk-Adjusted Return
120 days
+83.82%
240 days
+83.82%
Maximum Daily Upside Volatility
60 days
+106.13%
Maximum Daily Downside Volatility
60 days
+116.44%
Liquidity
Average Turnover Rate
60 days
+0.13%
120 days
+0.23%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
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