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Ontrak Inc
OTRKAdd to Watchlist
0.330USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
1.39MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.58
VaR
+10.16%
240-Day Maximum Drawdown
+91.77%
240-Day Volatility
+173.25%
Return
Best Daily Return
60 days
+40.06%
120 days
+40.06%
5 years
+131.56%
Worst Daily Return
60 days
-43.10%
120 days
-43.10%
5 years
-46.35%
Sharpe Ratio
60 days
-2.60
120 days
-1.68
5 years
-0.77
Risk Assessment
Maximum Drawdown
240 days
+91.77%
3 years
+99.75%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.97
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.89
3 years
+5.51
5 years
+4.90
Volatility
Realised Volatility
240 days
+173.25%
5 years
+161.47%
Standardised True Range
240 days
+48.13%
5 years
+20671.86%
Downside Risk-Adjusted Return
120 days
-191.37%
240 days
-191.37%
Maximum Daily Upside Volatility
60 days
+295.27%
Maximum Daily Downside Volatility
60 days
+161.04%
Liquidity
Average Turnover Rate
60 days
+109.35%
120 days
+55.34%
5 years
--
Turnover Deviation
20 days
+310.40%
60 days
+57.57%
120 days
-20.27%
