PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
1.43 - 1.45
1.18 - 2.36
880.0K / 1.73M (Avg.)
-18.00 | -0.08
Total Return
-75.80%
Annual Return
-37.88%
Risk (Volatility)
50.14%
Risk-Return Assessment:
-75.80%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-37.88%
Low or negative annualized return indicates poor yearly performance.
50.14%
High volatility suggests significant price swings and higher risk.
-1.33
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-1.16
Low Sortino ratio suggests poor downside risk management.
82.21%
Large maximum drawdown suggests significant potential losses.
-0.46
Low Calmar ratio suggests poor return relative to drawdown risk.
-0.05
Beta lower than 1.0 indicates less risk than the market.
-38.08%
Negative alpha suggests underperformance relative to the benchmark.
20.64%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
30.41%
High CVaR suggests significant losses in worst-case scenarios.
-1.02
Low information ratio suggests poor active management value.
0.02%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
833.05
High Treynor ratio indicates excellent return per unit of market risk.
5.71%
Low upside capture suggests missing out on market rallies.
49.98%
Low downside capture indicates good protection during market declines.