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Rectitude Holdings Ltd

RECT
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1.260USD
+0.020+1.60%
Market hours ETQuotes delayed by 15 min
15.75MMarket Cap
7.35P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+76.63%
240-Day Volatility
+148.88%

Return

Best Daily Return
60 days
+85.83%
120 days
+85.83%
5 years
--
Worst Daily Return
60 days
-30.50%
120 days
-30.50%
5 years
--
Sharpe Ratio
60 days
+0.80
120 days
+0.05
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+76.63%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
--
5 years
--
Skewness
240 days
+6.32
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+148.88%
5 years
--
Standardised True Range
240 days
+16.12%
5 years
--
Downside Risk-Adjusted Return
120 days
+11.96%
240 days
+11.96%
Maximum Daily Upside Volatility
60 days
+310.14%
Maximum Daily Downside Volatility
60 days
+166.73%

Liquidity

Average Turnover Rate
60 days
+15.94%
120 days
+8.05%
5 years
--
Turnover Deviation
20 days
-96.27%
60 days
+567.28%
120 days
+237.02%