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OFA Group

OFAL
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0.188USD
-0.005-2.49%
Close 07/02, 13:00ETQuotes delayed by 15 min
2.62MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+92.30%
240-Day Volatility
+155.73%

Return

Best Daily Return
60 days
+13.78%
120 days
+23.04%
5 years
--
Worst Daily Return
60 days
-31.09%
120 days
-31.09%
5 years
--
Sharpe Ratio
60 days
-2.69
120 days
-0.98
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+92.30%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.98
3 years
--
5 years
--
Skewness
240 days
+0.15
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+155.73%
5 years
--
Standardised True Range
240 days
+50.61%
5 years
--
Downside Risk-Adjusted Return
120 days
-135.51%
240 days
-135.51%
Maximum Daily Upside Volatility
60 days
+89.02%
Maximum Daily Downside Volatility
60 days
+104.46%

Liquidity

Average Turnover Rate
60 days
+5.83%
120 days
+3.83%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--