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Tenaya Therapeutics Inc

TNYA
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0.731USD
+0.019+2.68%
Close 06/18, 16:00ETQuotes delayed by 15 min
158.54MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.79
VaR
+8.88%
240-Day Maximum Drawdown
+73.81%
240-Day Volatility
+108.17%

Return

Best Daily Return
60 days
+17.87%
120 days
+40.92%
5 years
+40.92%
Worst Daily Return
60 days
-9.20%
120 days
-13.96%
5 years
-53.53%
Sharpe Ratio
60 days
+0.28
120 days
+0.56
5 years
-0.12

Risk Assessment

Maximum Drawdown
240 days
+73.81%
3 years
+94.30%
5 years
+98.69%
Return-to-Drawdown Ratio
240 days
+0.34
3 years
-0.30
5 years
-0.20
Skewness
240 days
+0.64
3 years
-0.45
5 years
-0.18

Volatility

Realised Volatility
240 days
+108.17%
5 years
+115.42%
Standardised True Range
240 days
+12.87%
5 years
+65.05%
Downside Risk-Adjusted Return
120 days
+134.04%
240 days
+134.04%
Maximum Daily Upside Volatility
60 days
+67.39%
Maximum Daily Downside Volatility
60 days
+53.83%

Liquidity

Average Turnover Rate
60 days
+2.34%
120 days
+2.54%
5 years
--
Turnover Deviation
20 days
-29.61%
60 days
-16.80%
120 days
-9.69%
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