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PureTech Health PLC

PRTC
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17.420USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
423.23MMarket Cap
97.14P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.15
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+7.91%
120 days
--
5 years
--
Worst Daily Return
60 days
-6.12%
120 days
-100.00%
5 years
--
Sharpe Ratio
60 days
+0.16
120 days
--
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.07
3 years
-0.13
5 years
-0.12
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+5.52%
5 years
+12.11%
Downside Risk-Adjusted Return
120 days
--
240 days
--
Maximum Daily Upside Volatility
60 days
+50.15%
Maximum Daily Downside Volatility
60 days
+41.06%

Liquidity

Average Turnover Rate
60 days
+0.05%
120 days
+0.03%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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