Total Return
158.64%
Annual Return
37.62%
Risk (Volatility)
26.44%
Risk-Return Assessment:
158.64%
Strong cumulative return significantly outpacing inflation and market expectations.
37.62%
High annualized return suggests strong yearly performance.
26.44%
High volatility suggests significant price swings and higher risk.
2.08
High Sharpe ratio indicates excellent risk-adjusted returns.
1.85
High Sortino ratio indicates excellent downside risk-adjusted returns.
24.68%
Large maximum drawdown suggests significant potential losses.
1.52
High Calmar ratio indicates excellent return relative to maximum loss risk.
1.35
Beta close to 1.0 indicates market-like sensitivity.
11.91%
Positive alpha indicates outperformance relative to the benchmark.
10.91%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
16.16%
High CVaR suggests significant losses in worst-case scenarios.
1.22
High information ratio indicates excellent active management skill.
77.18%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
23.69
High Treynor ratio indicates excellent return per unit of market risk.
144.42%
High upside capture indicates strong participation in market gains.
134.12%
High downside capture suggests full participation in market losses.
