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Maris Tech Ltd
MTEKAdd to Watchlist
1.195USD
-0.045-3.63%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
9.65MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.68
VaR
--
240-Day Maximum Drawdown
+74.70%
240-Day Volatility
+136.67%
Return
Best Daily Return
60 days
+11.64%
120 days
+14.21%
5 years
--
Worst Daily Return
60 days
-13.14%
120 days
-13.40%
5 years
--
Sharpe Ratio
60 days
-0.12
120 days
+0.18
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+74.70%
3 years
+81.82%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.85
3 years
+0.05
5 years
--
Skewness
240 days
-1.56
3 years
+0.31
5 years
--
Volatility
Realised Volatility
240 days
+136.67%
5 years
--
Standardised True Range
240 days
+15.66%
5 years
--
Downside Risk-Adjusted Return
120 days
+29.31%
240 days
+29.31%
Maximum Daily Upside Volatility
60 days
+66.36%
Maximum Daily Downside Volatility
60 days
+58.66%
Liquidity
Average Turnover Rate
60 days
+11.59%
120 days
+6.34%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
