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Vesta Real Estate Corporation SAB de CV

VTMX
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33.850USD
-0.480-1.40%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.03BMarket Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+14.31%
240-Day Volatility
+30.01%

Return

Best Daily Return
60 days
+3.59%
120 days
+6.89%
5 years
--
Worst Daily Return
60 days
-2.89%
120 days
-4.79%
5 years
--
Sharpe Ratio
60 days
+0.99
120 days
+0.78
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+14.31%
3 years
+46.97%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.64
3 years
-0.01
5 years
--
Skewness
240 days
+0.29
3 years
-0.02
5 years
--

Volatility

Realised Volatility
240 days
+30.01%
5 years
--
Standardised True Range
240 days
+2.39%
5 years
--
Downside Risk-Adjusted Return
120 days
+121.20%
240 days
+121.20%
Maximum Daily Upside Volatility
60 days
+18.10%
Maximum Daily Downside Volatility
60 days
+28.90%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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