Total Return
300.05%
Annual Return
59.33%
Risk (Volatility)
19.15%
Risk-Return Assessment:
300.05%
Strong cumulative return significantly outpacing inflation and market expectations.
59.33%
High annualized return suggests strong yearly performance.
19.15%
Moderate volatility is acceptable but monitor for trend changes.
4.05
High Sharpe ratio indicates excellent risk-adjusted returns.
3.56
High Sortino ratio indicates excellent downside risk-adjusted returns.
22.06%
Large maximum drawdown suggests significant potential losses.
2.69
High Calmar ratio indicates excellent return relative to maximum loss risk.
0.51
Beta lower than 1.0 indicates less risk than the market.
37.43%
Positive alpha indicates outperformance relative to the benchmark.
7.68%
Moderate VaR suggests moderate potential losses in extreme scenarios based on given confidence interval.
11.99%
Moderate CVaR requires tail risk monitoring.
1.58
High information ratio indicates excellent active management skill.
20.85%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
88.62
High Treynor ratio indicates excellent return per unit of market risk.
75.61%
Low upside capture suggests missing out on market rallies.
35.70%
Low downside capture indicates good protection during market declines.
