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VCI Global Ltd

VCIG
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3.150USD
0.0000.00%
Close 06/26, 16:00ETQuotes delayed by 15 min
1.13MMarket Cap
0.00P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+99.37%
240-Day Volatility
+487.65%

Return

Best Daily Return
60 days
+118.05%
120 days
+5007.48%
5 years
--
Worst Daily Return
60 days
-36.81%
120 days
-36.81%
5 years
--
Sharpe Ratio
60 days
+2.18
120 days
+1.43
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+99.37%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.91
3 years
-0.33
5 years
--
Skewness
240 days
+15.47
3 years
+26.66
5 years
--

Volatility

Realised Volatility
240 days
+487.65%
5 years
--
Standardised True Range
240 days
+40.84%
5 years
--
Downside Risk-Adjusted Return
120 days
+9306.57%
240 days
+9306.57%
Maximum Daily Upside Volatility
60 days
+407.56%
Maximum Daily Downside Volatility
60 days
+132.85%

Liquidity

Average Turnover Rate
60 days
+14.78%
120 days
+13.62%
5 years
--
Turnover Deviation
20 days
-99.67%
60 days
-99.63%
120 days
-99.66%
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