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S&W Seed Co

SANW
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0.946USD
0.0000.00%
Close 06/23, 16:00ETQuotes delayed by 15 min
2.03MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.94
VaR
+8.13%
240-Day Maximum Drawdown
+90.08%
240-Day Volatility
+158.98%

Return

Best Daily Return
60 days
+20.23%
120 days
+22.91%
5 years
+51.48%
Worst Daily Return
60 days
-57.65%
120 days
-57.65%
5 years
-57.65%
Sharpe Ratio
60 days
-2.85
120 days
-2.37
5 years
-0.34

Risk Assessment

Maximum Drawdown
240 days
+90.08%
3 years
+97.51%
5 years
+98.84%
Return-to-Drawdown Ratio
240 days
-0.92
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.17
3 years
+0.32
5 years
+0.40

Volatility

Realised Volatility
240 days
+158.98%
5 years
+111.93%
Standardised True Range
240 days
+67.04%
5 years
+191.88%
Downside Risk-Adjusted Return
120 days
-237.75%
240 days
-237.75%
Maximum Daily Upside Volatility
60 days
+91.89%
Maximum Daily Downside Volatility
60 days
+171.34%

Liquidity

Average Turnover Rate
60 days
+3.06%
120 days
+1.71%
5 years
--
Turnover Deviation
20 days
-73.68%
60 days
-83.66%
120 days
-90.86%
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