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Top KingWin Ltd

WAI
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1.950USD
-0.080-4.04%
Close 07/02, 13:00ETQuotes delayed by 15 min
4.60MMarket Cap
0.04P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+85.09%
240-Day Volatility
+194.18%

Return

Best Daily Return
60 days
+19.89%
120 days
+19.89%
5 years
--
Worst Daily Return
60 days
-21.99%
120 days
-21.99%
5 years
--
Sharpe Ratio
60 days
-0.07
120 days
+0.02
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+85.09%
3 years
+99.85%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.96
3 years
-0.33
5 years
--
Skewness
240 days
+0.97
3 years
+0.85
5 years
--

Volatility

Realised Volatility
240 days
+194.18%
5 years
--
Standardised True Range
240 days
+23.86%
5 years
--
Downside Risk-Adjusted Return
120 days
+3.31%
240 days
+3.31%
Maximum Daily Upside Volatility
60 days
+102.87%
Maximum Daily Downside Volatility
60 days
+89.01%

Liquidity

Average Turnover Rate
60 days
+0.98%
120 days
+0.54%
5 years
--
Turnover Deviation
20 days
-92.88%
60 days
-96.17%
120 days
-97.88%