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OneConnect Financial Technology Co Ltd
OCFTAdd to Watchlist
7.890USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
307.70MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.48
VaR
+7.76%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+3.02%
120 days
+9.08%
5 years
+62.64%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.86
120 days
-1.08
5 years
-0.38
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-8.62
3 years
-1.41
5 years
-0.44
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-69.44%
240 days
-69.44%
Maximum Daily Upside Volatility
60 days
+240.20%
Maximum Daily Downside Volatility
60 days
+235.59%
Liquidity
Average Turnover Rate
60 days
+0.00%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%