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QuantaSing Group Ltd
QSGAdd to Watchlist
6.010USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
115.30MMarket Cap
0.64P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
--
240-Day Maximum Drawdown
+55.45%
240-Day Volatility
+134.56%
Return
Best Daily Return
60 days
+20.25%
120 days
+32.95%
5 years
--
Worst Daily Return
60 days
-17.95%
120 days
-17.95%
5 years
--
Sharpe Ratio
60 days
-0.23
120 days
+0.18
5 years
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Risk Assessment
Maximum Drawdown
240 days
+55.45%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+2.07
3 years
--
5 years
--
Skewness
240 days
+2.54
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+134.56%
5 years
--
Standardised True Range
240 days
+10.84%
5 years
--
Downside Risk-Adjusted Return
120 days
+40.50%
240 days
+40.50%
Maximum Daily Upside Volatility
60 days
+76.28%
Maximum Daily Downside Volatility
60 days
+66.77%
Liquidity
Average Turnover Rate
60 days
+0.84%
120 days
+0.76%
5 years
--
Turnover Deviation
20 days
+36.08%
60 days
+201.69%
120 days
+170.42%
