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PepGen Inc
PEPGAdd to Watchlist
1.760USD
-0.050-2.76%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
121.74MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.95
VaR
--
240-Day Maximum Drawdown
+81.17%
240-Day Volatility
+156.12%
Return
Best Daily Return
60 days
+9.42%
120 days
+18.50%
5 years
--
Worst Daily Return
60 days
-8.24%
120 days
-58.16%
5 years
--
Sharpe Ratio
60 days
+0.10
120 days
-1.58
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+81.17%
3 years
+94.61%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.37
3 years
-0.26
5 years
--
Skewness
240 days
+5.42
3 years
+4.14
5 years
--
Volatility
Realised Volatility
240 days
+156.12%
5 years
--
Standardised True Range
240 days
+21.00%
5 years
--
Downside Risk-Adjusted Return
120 days
-161.30%
240 days
-161.30%
Maximum Daily Upside Volatility
60 days
+49.33%
Maximum Daily Downside Volatility
60 days
+45.62%
Liquidity
Average Turnover Rate
60 days
+2.66%
120 days
+3.15%
5 years
--
Turnover Deviation
20 days
-52.40%
60 days
-32.87%
120 days
-20.31%