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WFF

WFF
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2.810USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
14.16MMarket 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
+83.33%
240-Day Volatility
+137.08%

Return

Best Daily Return
60 days
+25.37%
120 days
+48.48%
5 years
--
Worst Daily Return
60 days
-22.99%
120 days
-22.99%
5 years
--
Sharpe Ratio
60 days
+3.28
120 days
+1.00
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+83.33%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.61
3 years
--
5 years
--
Skewness
240 days
+1.29
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+137.08%
5 years
--
Standardised True Range
240 days
+11.09%
5 years
--
Downside Risk-Adjusted Return
120 days
+183.96%
240 days
+183.96%
Maximum Daily Upside Volatility
60 days
+121.56%
Maximum Daily Downside Volatility
60 days
+101.35%

Liquidity

Average Turnover Rate
60 days
+2.37%
120 days
+1.46%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--