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Tian Ruixiang Holdings Ltd

TIRX
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0.030USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
10.56KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.12
VaR
+10.53%
240-Day Maximum Drawdown
+99.70%
240-Day Volatility
+317.72%

Return

Best Daily Return
60 days
+311.21%
120 days
+311.21%
5 years
+311.21%
Worst Daily Return
60 days
-91.06%
120 days
-91.06%
5 years
-91.06%
Sharpe Ratio
60 days
+0.48
120 days
-0.08
5 years
-0.41

Risk Assessment

Maximum Drawdown
240 days
+99.70%
3 years
+99.75%
5 years
+99.99%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.33
5 years
-0.20
Skewness
240 days
+9.39
3 years
+12.60
5 years
+13.95

Volatility

Realised Volatility
240 days
+317.72%
5 years
+206.37%
Standardised True Range
240 days
+853.20%
5 years
+6799.12%
Downside Risk-Adjusted Return
120 days
-19.31%
240 days
-19.31%
Maximum Daily Upside Volatility
60 days
+991.77%
Maximum Daily Downside Volatility
60 days
+369.62%

Liquidity

Average Turnover Rate
60 days
+14.84%
120 days
+65.24%
5 years
--
Turnover Deviation
20 days
-87.18%
60 days
-87.94%
120 days
-46.99%