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Top Win International Ltd

SORA
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1.890USD
+0.040+2.16%
Close 07/02, 13:00ETQuotes delayed by 15 min
46.99MMarket Cap
3.70P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+74.82%
240-Day Volatility
+170.85%

Return

Best Daily Return
60 days
+21.12%
120 days
+58.19%
5 years
--
Worst Daily Return
60 days
-14.51%
120 days
-28.92%
5 years
--
Sharpe Ratio
60 days
-0.04
120 days
-0.13
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+74.82%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
--
5 years
--
Skewness
240 days
+1.71
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+170.85%
5 years
--
Standardised True Range
240 days
+20.58%
5 years
--
Downside Risk-Adjusted Return
120 days
-20.93%
240 days
-20.93%
Maximum Daily Upside Volatility
60 days
+106.84%
Maximum Daily Downside Volatility
60 days
+85.60%

Liquidity

Average Turnover Rate
60 days
+0.05%
120 days
+0.37%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--