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SAGE Therapeutics Inc
SAGEAdd to Watchlist
8.680USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
542.85MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.26
VaR
+5.08%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+35.37%
120 days
+35.37%
5 years
+35.37%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.45
120 days
-0.98
5 years
-0.52
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-7.59
3 years
-7.50
5 years
-7.16
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-76.64%
240 days
-76.64%
Maximum Daily Upside Volatility
60 days
+222.32%
Maximum Daily Downside Volatility
60 days
+216.70%
Liquidity
Average Turnover Rate
60 days
+3.99%
120 days
+3.07%
5 years
--
Turnover Deviation
20 days
+187.76%
60 days
+85.88%
120 days
+42.88%
