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Trevi Therapeutics Inc

TRVI
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17.700USD
+0.490+2.85%
Close 06/22, 16:00ETQuotes delayed by 15 min
2.27BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.06
VaR
+7.20%
240-Day Maximum Drawdown
+29.50%
240-Day Volatility
+67.61%

Return

Best Daily Return
60 days
+7.52%
120 days
+7.98%
5 years
+56.84%
Worst Daily Return
60 days
-5.84%
120 days
-12.03%
5 years
-19.93%
Sharpe Ratio
60 days
+4.38
120 days
+1.44
5 years
+0.98

Risk Assessment

Maximum Drawdown
240 days
+29.50%
3 years
+55.99%
5 years
+75.12%
Return-to-Drawdown Ratio
240 days
+6.86
3 years
+3.99
5 years
+2.82
Skewness
240 days
+0.25
3 years
+2.30
5 years
+2.17

Volatility

Realised Volatility
240 days
+67.61%
5 years
+105.19%
Standardised True Range
240 days
+3.82%
5 years
+1.80%
Downside Risk-Adjusted Return
120 days
+217.04%
240 days
+217.04%
Maximum Daily Upside Volatility
60 days
+44.19%
Maximum Daily Downside Volatility
60 days
+35.43%

Liquidity

Average Turnover Rate
60 days
+1.23%
120 days
+1.18%
5 years
--
Turnover Deviation
20 days
-33.15%
60 days
-22.36%
120 days
-25.38%
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