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Scisparc Ltd
SPRCAdd to Watchlist
7.410USD
-0.630-7.84%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
4.25MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.45
VaR
--
240-Day Maximum Drawdown
+95.85%
240-Day Volatility
+218.53%
Return
Best Daily Return
60 days
+140.32%
120 days
+140.32%
5 years
--
Worst Daily Return
60 days
-17.56%
120 days
-28.34%
5 years
--
Sharpe Ratio
60 days
+1.64
120 days
+0.38
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+95.85%
3 years
+99.87%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.91
3 years
-0.33
5 years
--
Skewness
240 days
+6.09
3 years
+5.53
5 years
--
Volatility
Realised Volatility
240 days
+218.53%
5 years
--
Standardised True Range
240 days
+39.13%
5 years
--
Downside Risk-Adjusted Return
120 days
+127.81%
240 days
+127.81%
Maximum Daily Upside Volatility
60 days
+552.25%
Maximum Daily Downside Volatility
60 days
+295.70%
Liquidity
Average Turnover Rate
60 days
+22.72%
120 days
+21.26%
5 years
--
Turnover Deviation
20 days
-27.09%
60 days
-65.75%
120 days
-67.95%
