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MingZhu Logistics Holdings Ltd
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0.022USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
239.80KMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.44
VaR
+9.30%
240-Day Maximum Drawdown
+99.91%
240-Day Volatility
+295.18%
Return
Best Daily Return
60 days
+44.58%
120 days
+44.58%
5 years
+47.31%
Worst Daily Return
60 days
-82.38%
120 days
-82.38%
5 years
-82.38%
Sharpe Ratio
60 days
-4.94
120 days
-3.55
5 years
-1.05
Risk Assessment
Maximum Drawdown
240 days
+99.91%
3 years
+99.99%
5 years
+99.99%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-2.32
3 years
-1.60
5 years
-1.77
Volatility
Realised Volatility
240 days
+295.18%
5 years
+218.56%
Standardised True Range
240 days
+7075.84%
5 years
+19561.38%
Downside Risk-Adjusted Return
120 days
-368.39%
240 days
-368.39%
Maximum Daily Upside Volatility
60 days
+344.91%
Maximum Daily Downside Volatility
60 days
+290.05%
Liquidity
Average Turnover Rate
60 days
+6.32%
120 days
+6.61%
5 years
--
Turnover Deviation
20 days
-93.39%
60 days
-73.62%
120 days
-72.43%