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NioCorp Developments Ltd
NIOBWAdd to Watchlist
1.400USD
-0.110-7.48%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
0.00Market Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.07
VaR
--
240-Day Maximum Drawdown
+74.90%
240-Day Volatility
+190.65%
Return
Best Daily Return
60 days
+24.74%
120 days
+26.29%
5 years
--
Worst Daily Return
60 days
-15.79%
120 days
-16.55%
5 years
--
Sharpe Ratio
60 days
+0.21
120 days
-0.48
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+74.90%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.19
3 years
+0.50
5 years
--
Skewness
240 days
+0.49
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+190.65%
5 years
--
Standardised True Range
240 days
+21.09%
5 years
--
Downside Risk-Adjusted Return
120 days
-97.29%
240 days
-97.29%
Maximum Daily Upside Volatility
60 days
+148.84%
Maximum Daily Downside Volatility
60 days
+105.45%
Liquidity
Average Turnover Rate
60 days
+0.00%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--