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Passage Bio Inc

PASG
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6.120USD
+0.400+6.99%
Close 06/23, 16:00ETQuotes delayed by 15 min
19.63MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.40
VaR
+8.88%
240-Day Maximum Drawdown
+79.45%
240-Day Volatility
+116.79%

Return

Best Daily Return
60 days
+27.02%
120 days
+37.81%
5 years
+69.52%
Worst Daily Return
60 days
-46.44%
120 days
-46.44%
5 years
-46.44%
Sharpe Ratio
60 days
+0.41
120 days
-0.16
5 years
-0.25

Risk Assessment

Maximum Drawdown
240 days
+79.45%
3 years
+88.21%
5 years
+90.92%
Return-to-Drawdown Ratio
240 days
-0.39
3 years
-0.24
5 years
-0.10
Skewness
240 days
+0.12
3 years
+1.92
5 years
+1.85

Volatility

Realised Volatility
240 days
+116.79%
5 years
+178.02%
Standardised True Range
240 days
+14.30%
5 years
+18.77%
Downside Risk-Adjusted Return
120 days
-21.82%
240 days
-21.82%
Maximum Daily Upside Volatility
60 days
+102.15%
Maximum Daily Downside Volatility
60 days
+106.52%

Liquidity

Average Turnover Rate
60 days
+51.83%
120 days
+44.11%
5 years
--
Turnover Deviation
20 days
-10.88%
60 days
+89.09%
120 days
+60.95%
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