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Rio Tinto PLC
RIOAdd to Watchlist
100.080USD
-2.620-2.55%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
125.53BMarket Cap
15.82P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.58
VaR
+2.92%
240-Day Maximum Drawdown
+17.49%
240-Day Volatility
+31.30%
Return
Best Daily Return
60 days
+5.03%
120 days
+5.03%
5 years
+10.03%
Worst Daily Return
60 days
-5.38%
120 days
-5.56%
5 years
-6.44%
Sharpe Ratio
60 days
+1.96
120 days
+1.42
5 years
+0.55
Risk Assessment
Maximum Drawdown
240 days
+17.49%
3 years
+30.03%
5 years
+38.53%
Return-to-Drawdown Ratio
240 days
+4.21
3 years
+0.62
5 years
+0.18
Skewness
240 days
-0.27
3 years
-0.05
5 years
+0.04
Volatility
Realised Volatility
240 days
+31.30%
5 years
+30.96%
Standardised True Range
240 days
+1.97%
5 years
+1.58%
Downside Risk-Adjusted Return
120 days
+224.80%
240 days
+224.80%
Maximum Daily Upside Volatility
60 days
+30.93%
Maximum Daily Downside Volatility
60 days
+29.59%
Liquidity
Average Turnover Rate
60 days
+0.17%
120 days
+0.20%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
