PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
0.67 - 0.74
0.33 - 0.86
15.11M / 4.44M (Avg.)
37.00 | 0.02
Total Return
-37.50%
Annual Return
-14.59%
Risk (Volatility)
67.77%
Risk-Return Assessment:
-37.50%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-14.59%
Low or negative annualized return indicates poor yearly performance.
67.77%
High volatility suggests significant price swings and higher risk.
0.03
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.04
Low Sortino ratio suggests poor downside risk management.
72.12%
Large maximum drawdown suggests significant potential losses.
-0.20
Low Calmar ratio suggests poor return relative to drawdown risk.
0.04
Beta lower than 1.0 indicates less risk than the market.
0.73%
Alpha near zero indicates performance in line with the benchmark.
23.13%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
33.27%
High CVaR suggests significant losses in worst-case scenarios.
-0.18
Low information ratio suggests poor active management value.
0.01%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
30.04
High Treynor ratio indicates excellent return per unit of market risk.
14.81%
Low upside capture suggests missing out on market rallies.
12.09%
Low downside capture indicates good protection during market declines.