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XORTX Therapeutics Inc

XRTX
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2.270USD
+0.070+3.18%
Close 06/30, 16:00ETQuotes delayed by 15 min
3.64MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.17
VaR
+10.10%
240-Day Maximum Drawdown
+68.64%
240-Day Volatility
+123.00%

Return

Best Daily Return
60 days
+30.70%
120 days
+30.70%
5 years
+134.78%
Worst Daily Return
60 days
-18.68%
120 days
-18.68%
5 years
-34.18%
Sharpe Ratio
60 days
+0.68
120 days
-0.15
5 years
-0.13

Risk Assessment

Maximum Drawdown
240 days
+68.64%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.73
3 years
-0.31
5 years
--
Skewness
240 days
+0.72
3 years
+5.42
5 years
+4.64

Volatility

Realised Volatility
240 days
+123.00%
5 years
--
Standardised True Range
240 days
+12.33%
5 years
--
Downside Risk-Adjusted Return
120 days
-23.97%
240 days
-23.97%
Maximum Daily Upside Volatility
60 days
+168.28%
Maximum Daily Downside Volatility
60 days
+83.91%

Liquidity

Average Turnover Rate
60 days
+38.09%
120 days
+21.17%
5 years
--
Turnover Deviation
20 days
-98.20%
60 days
+56.34%
120 days
-13.09%
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