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SION

SION
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37.300USD
+0.570+1.55%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.68BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+27.07%
240-Day Volatility
+86.78%

Return

Best Daily Return
60 days
+10.24%
120 days
+16.09%
5 years
--
Worst Daily Return
60 days
-11.23%
120 days
-15.30%
5 years
--
Sharpe Ratio
60 days
+0.50
120 days
-0.03
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+27.07%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+2.88
3 years
--
5 years
--
Skewness
240 days
+0.97
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+86.78%
5 years
--
Standardised True Range
240 days
+7.03%
5 years
--
Downside Risk-Adjusted Return
120 days
-4.09%
240 days
-4.09%
Maximum Daily Upside Volatility
60 days
+49.65%
Maximum Daily Downside Volatility
60 days
+50.97%

Liquidity

Average Turnover Rate
60 days
+0.93%
120 days
+0.78%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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