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US GoldMining Inc

USGO
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8.268USD
-0.182-2.15%
Market hours ETQuotes delayed by 15 min
110.04MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+51.04%
240-Day Volatility
+76.55%

Return

Best Daily Return
60 days
+5.61%
120 days
+20.71%
5 years
--
Worst Daily Return
60 days
-10.48%
120 days
-10.48%
5 years
--
Sharpe Ratio
60 days
-1.86
120 days
+0.04
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+51.04%
3 years
+56.09%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.02
3 years
-0.15
5 years
--
Skewness
240 days
+1.34
3 years
+1.95
5 years
--

Volatility

Realised Volatility
240 days
+76.55%
5 years
--
Standardised True Range
240 days
+8.57%
5 years
--
Downside Risk-Adjusted Return
120 days
+7.23%
240 days
+7.23%
Maximum Daily Upside Volatility
60 days
+40.24%
Maximum Daily Downside Volatility
60 days
+40.04%

Liquidity

Average Turnover Rate
60 days
+0.48%
120 days
+0.68%
5 years
--
Turnover Deviation
20 days
-2.58%
60 days
-1.36%
120 days
+39.30%
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