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Wah Fu Education Group Ltd

WAFU
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1.520USD
0.0000.00%
Close 06/30, 16:00ETQuotes delayed by 15 min
6.70MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.06
VaR
+6.13%
240-Day Maximum Drawdown
+27.05%
240-Day Volatility
+94.42%

Return

Best Daily Return
60 days
+8.76%
120 days
+12.42%
5 years
+59.22%
Worst Daily Return
60 days
-8.29%
120 days
-8.72%
5 years
-22.86%
Sharpe Ratio
60 days
-0.34
120 days
-0.05
5 years
-0.15

Risk Assessment

Maximum Drawdown
240 days
+27.05%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.29
3 years
-0.10
5 years
-0.15
Skewness
240 days
+0.44
3 years
+4.00
5 years
+2.39

Volatility

Realised Volatility
240 days
+94.42%
5 years
--
Standardised True Range
240 days
+6.48%
5 years
+11.73%
Downside Risk-Adjusted Return
120 days
-7.49%
240 days
-7.49%
Maximum Daily Upside Volatility
60 days
+53.57%
Maximum Daily Downside Volatility
60 days
+37.15%

Liquidity

Average Turnover Rate
60 days
+0.25%
120 days
+0.26%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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