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USD
0.0000.00%
Market hours （ET）Quotes delayed by 15 min
--Market Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
--
240-Day Volatility
--
Return
Best Daily Return
60 days
--
120 days
--
5 years
+0.38%
Worst Daily Return
60 days
--
120 days
--
5 years
-0.56%
Sharpe Ratio
60 days
--
120 days
--
5 years
-2.13
Risk Assessment
Maximum Drawdown
240 days
--
3 years
+12.09%
5 years
+12.09%
Return-to-Drawdown Ratio
240 days
--
3 years
-0.33
5 years
-0.20
Skewness
240 days
--
3 years
-4.31
5 years
-5.73
Volatility
Realised Volatility
240 days
--
5 years
+1.62%
Standardised True Range
240 days
--
5 years
+0.02%
Downside Risk-Adjusted Return
120 days
--
240 days
--
Maximum Daily Upside Volatility
60 days
--
Maximum Daily Downside Volatility
60 days
--
Liquidity
Average Turnover Rate
60 days
--
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
