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Western Copper and Gold Corp

WRN
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2.095USD
-0.105-4.77%
Close 06/24, 16:00ETQuotes delayed by 15 min
493.93MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.69
VaR
+5.43%
240-Day Maximum Drawdown
+48.40%
240-Day Volatility
+68.29%

Return

Best Daily Return
60 days
+8.66%
120 days
+12.46%
5 years
+18.95%
Worst Daily Return
60 days
-15.36%
120 days
-17.14%
5 years
-17.14%
Sharpe Ratio
60 days
-0.38
120 days
-0.26
5 years
+0.38

Risk Assessment

Maximum Drawdown
240 days
+48.40%
3 years
+48.40%
5 years
+61.92%
Return-to-Drawdown Ratio
240 days
+1.21
3 years
+0.30
5 years
+0.08
Skewness
240 days
-0.46
3 years
+0.15
5 years
+0.32

Volatility

Realised Volatility
240 days
+68.29%
5 years
+58.58%
Standardised True Range
240 days
+7.27%
5 years
+4.16%
Downside Risk-Adjusted Return
120 days
-39.50%
240 days
-39.50%
Maximum Daily Upside Volatility
60 days
+50.80%
Maximum Daily Downside Volatility
60 days
+56.02%

Liquidity

Average Turnover Rate
60 days
+1.00%
120 days
+1.03%
5 years
--
Turnover Deviation
20 days
+106.39%
60 days
+128.05%
120 days
+133.08%
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