PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
0.34 - 0.34
0.23 - 0.41
110.0K / 51.2K (Avg.)
-1.33 | -0.26
Total Return
6.15%
Annual Return
2.02%
Risk (Volatility)
77.17%
Risk-Return Assessment:
6.15%
Positive return that beats inflation but could be stronger given market conditions.
2.02%
Return is positive but below market average.
77.17%
High volatility suggests significant price swings and higher risk.
0.62
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.57
Low Sortino ratio suggests poor downside risk management.
50.30%
Large maximum drawdown suggests significant potential losses.
0.04
Low Calmar ratio suggests poor return relative to drawdown risk.
-0.18
Beta lower than 1.0 indicates less risk than the market.
30.37%
Positive alpha indicates outperformance relative to the benchmark.
33.39%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
53.28%
High CVaR suggests significant losses in worst-case scenarios.
0.16
Low information ratio suggests poor active management value.
0.14%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-156.36
Low Treynor ratio suggests poor return relative to market risk.
15.49%
Low upside capture suggests missing out on market rallies.
-18.99%
Low downside capture indicates good protection during market declines.