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China SXT Pharmaceuticals Inc
SXTCAdd to Watchlist
2.360USD
+0.130+5.83%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
216.54KMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.91
VaR
+11.58%
240-Day Maximum Drawdown
+98.45%
240-Day Volatility
+629.09%
Return
Best Daily Return
60 days
+28.41%
120 days
+20754.84%
5 years
+20754.84%
Worst Daily Return
60 days
-13.53%
120 days
-87.92%
5 years
-87.92%
Sharpe Ratio
60 days
+2.38
120 days
+1.42
5 years
+0.45
Risk Assessment
Maximum Drawdown
240 days
+98.45%
3 years
+99.94%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.36
3 years
-0.31
5 years
-0.20
Skewness
240 days
+15.52
3 years
+26.84
5 years
+34.64
Volatility
Realised Volatility
240 days
+629.09%
5 years
+333.96%
Standardised True Range
240 days
+10.24%
5 years
+1660.42%
Downside Risk-Adjusted Return
120 days
+20223.41%
240 days
+20223.41%
Maximum Daily Upside Volatility
60 days
+156.27%
Maximum Daily Downside Volatility
60 days
+58.68%
Liquidity
Average Turnover Rate
60 days
+5737.26%
120 days
+1204442.45%
5 years
--
Turnover Deviation
20 days
-97.58%
60 days
-98.45%
120 days
+225.08%
