Normal Distribution & Non Normal Distribution - (Skewness & Kurtosis)

The skewness measures the asymmetry of a probability distribution around its mean. 
Decline in the asset prices is more severe than increases.

Kurtosis measures the distribution around the mean; a high kurtosis has fatter tail ends of the distribution, and a low kurtosis has skinny tail ends of the distribution. 
Having more probability weights (observations) in its tails in relative to the normal distributions.