Total Return
292.31%
Annual Return
58.10%
Risk (Volatility)
33.29%
Risk-Return Assessment:
292.31%
Strong cumulative return significantly outpacing inflation and market expectations.
58.10%
High annualized return suggests strong yearly performance.
33.29%
High volatility suggests significant price swings and higher risk.
2.48
High Sharpe ratio indicates excellent risk-adjusted returns.
2.18
High Sortino ratio indicates excellent downside risk-adjusted returns.
28.29%
Large maximum drawdown suggests significant potential losses.
2.05
High Calmar ratio indicates excellent return relative to maximum loss risk.
1.65
Beta significantly greater than 1.0 may indicate higher risk than the market.
23.65%
Positive alpha indicates outperformance relative to the benchmark.
15.05%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
19.95%
High CVaR suggests significant losses in worst-case scenarios.
1.61
High information ratio indicates excellent active management skill.
72.84%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
28.93
High Treynor ratio indicates excellent return per unit of market risk.
182.75%
High upside capture indicates strong participation in market gains.
161.64%
High downside capture suggests full participation in market losses.
