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Tokyo Lifestyle Co Ltd

TKLF
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2.004USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
8.48MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.23
VaR
--
240-Day Maximum Drawdown
+54.02%
240-Day Volatility
+95.83%

Return

Best Daily Return
60 days
+12.66%
120 days
+13.36%
5 years
--
Worst Daily Return
60 days
-7.87%
120 days
-25.08%
5 years
--
Sharpe Ratio
60 days
-0.64
120 days
-0.90
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+54.02%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.90
3 years
-0.27
5 years
--
Skewness
240 days
-0.52
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+95.83%
5 years
--
Standardised True Range
240 days
+9.77%
5 years
--
Downside Risk-Adjusted Return
120 days
-114.73%
240 days
-114.73%
Maximum Daily Upside Volatility
60 days
+79.78%
Maximum Daily Downside Volatility
60 days
+57.41%

Liquidity

Average Turnover Rate
60 days
+0.42%
120 days
+0.24%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%