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XCF Global Ord Shs Class A

SAFX
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0.416USD
+0.003+0.63%
Close 06/18, 16:00ETQuotes delayed by 15 min
85.91MMarket Cap
0.80P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.40
VaR
--
240-Day Maximum Drawdown
+92.97%
240-Day Volatility
+211.02%

Return

Best Daily Return
60 days
+68.20%
120 days
+108.28%
5 years
--
Worst Daily Return
60 days
-30.64%
120 days
-37.15%
5 years
--
Sharpe Ratio
60 days
+1.43
120 days
+1.25
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+92.97%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.79
3 years
--
5 years
--
Skewness
240 days
+3.32
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+211.02%
5 years
--
Standardised True Range
240 days
+23.04%
5 years
--
Downside Risk-Adjusted Return
120 days
+313.41%
240 days
+313.41%
Maximum Daily Upside Volatility
60 days
+243.78%
Maximum Daily Downside Volatility
60 days
+131.39%

Liquidity

Average Turnover Rate
60 days
+8.26%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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