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MDJM Ltd
UOKAAdd to Watchlist
0.419USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
233.72KMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.47
VaR
+11.11%
240-Day Maximum Drawdown
+99.72%
240-Day Volatility
+253.95%
Return
Best Daily Return
60 days
+93.28%
120 days
+93.28%
5 years
+93.28%
Worst Daily Return
60 days
-72.23%
120 days
-72.23%
5 years
-72.23%
Sharpe Ratio
60 days
-3.69
120 days
-2.65
5 years
-0.42
Risk Assessment
Maximum Drawdown
240 days
+99.72%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-0.30
3 years
+0.41
5 years
+1.26
Volatility
Realised Volatility
240 days
+253.95%
5 years
--
Standardised True Range
240 days
+2349.93%
5 years
+43053.67%
Downside Risk-Adjusted Return
120 days
-303.05%
240 days
-303.05%
Maximum Daily Upside Volatility
60 days
+584.33%
Maximum Daily Downside Volatility
60 days
+312.87%
Liquidity
Average Turnover Rate
60 days
+0.39%
120 days
+37.27%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%