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Raytech Holding Ltd
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2.950USD
-0.050-1.71%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
3.25MMarket Cap
3.92P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+96.85%
240-Day Volatility
+177.13%
Return
Best Daily Return
60 days
+13.62%
120 days
+34.51%
5 years
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Worst Daily Return
60 days
-11.95%
120 days
-13.91%
5 years
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Sharpe Ratio
60 days
-0.98
120 days
+1.12
5 years
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Risk Assessment
Maximum Drawdown
240 days
+96.85%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.95
3 years
--
5 years
--
Skewness
240 days
-0.69
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+177.13%
5 years
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Standardised True Range
240 days
+39.65%
5 years
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Downside Risk-Adjusted Return
120 days
+228.19%
240 days
+228.19%
Maximum Daily Upside Volatility
60 days
+199.16%
Maximum Daily Downside Volatility
60 days
+100.99%
Liquidity
Average Turnover Rate
60 days
+0.08%
120 days
+0.17%
5 years
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Turnover Deviation
20 days
-98.71%
60 days
-99.16%
120 days
-98.13%