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TNF Pharmaceuticals Inc

TNFA
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5.200USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
152.80MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.11
VaR
+11.08%
240-Day Maximum Drawdown
+97.32%
240-Day Volatility
+505.39%

Return

Best Daily Return
60 days
+7767.49%
120 days
+7767.49%
5 years
+7767.49%
Worst Daily Return
60 days
-31.56%
120 days
-31.56%
5 years
-31.56%
Sharpe Ratio
60 days
+2.03
120 days
+1.42
5 years
+0.43

Risk Assessment

Maximum Drawdown
240 days
+97.32%
3 years
+99.94%
5 years
+99.98%
Return-to-Drawdown Ratio
240 days
+2.53
3 years
-0.31
5 years
-0.19
Skewness
240 days
+15.52
3 years
+26.82
5 years
+34.60

Volatility

Realised Volatility
240 days
+505.39%
5 years
+249.49%
Standardised True Range
240 days
+2.62%
5 years
+128.14%
Downside Risk-Adjusted Return
120 days
+14709.80%
240 days
+14709.80%
Maximum Daily Upside Volatility
60 days
+20995.47%
Maximum Daily Downside Volatility
60 days
+14744.92%

Liquidity

Average Turnover Rate
60 days
+728.58%
120 days
+383.41%
5 years
--
Turnover Deviation
20 days
+818.75%
60 days
+526.76%
120 days
+229.83%
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