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Paramount Group Inc

PGRE
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6.595USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.46BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.95
VaR
+3.59%
240-Day Maximum Drawdown
+21.83%
240-Day Volatility
+38.99%

Return

Best Daily Return
60 days
+0.46%
120 days
+4.73%
5 years
+20.78%
Worst Daily Return
60 days
-0.31%
120 days
-11.64%
5 years
-11.64%
Sharpe Ratio
60 days
+1.87
120 days
+0.77
5 years
+0.03

Risk Assessment

Maximum Drawdown
240 days
+21.83%
3 years
+36.55%
5 years
+65.83%
Return-to-Drawdown Ratio
240 days
+1.42
3 years
+0.06
5 years
-0.11
Skewness
240 days
+0.39
3 years
+0.68
5 years
+0.98

Volatility

Realised Volatility
240 days
+38.99%
5 years
+39.79%
Standardised True Range
240 days
+2.21%
5 years
+3.19%
Downside Risk-Adjusted Return
120 days
+72.48%
240 days
+72.48%
Maximum Daily Upside Volatility
60 days
+2.41%
Maximum Daily Downside Volatility
60 days
+2.01%

Liquidity

Average Turnover Rate
60 days
+1.36%
120 days
+1.30%
5 years
--
Turnover Deviation
20 days
+105.25%
60 days
+85.36%
120 days
+77.59%
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