PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
8935.00 - 9125.00
6347.00 - 10045.00
380.0K / 335.9K (Avg.)
23.15 | 391.09
Total Return
28.16%
Annual Return
8.68%
Risk (Volatility)
28.48%
Risk-Return Assessment:
28.16%
Strong cumulative return significantly outpacing inflation and market expectations.
8.68%
Return is positive but below market average.
28.48%
High volatility suggests significant price swings and higher risk.
0.54
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.45
Low Sortino ratio suggests poor downside risk management.
31.98%
Large maximum drawdown suggests significant potential losses.
0.27
Moderate Calmar ratio shows acceptable return-to-drawdown trade-off.
-0.07
Beta lower than 1.0 indicates less risk than the market.
9.98%
Positive alpha indicates outperformance relative to the benchmark.
11.76%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
18.44%
High CVaR suggests significant losses in worst-case scenarios.
-0.18
Low information ratio suggests poor active management value.
0.17%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-124.44
Low Treynor ratio suggests poor return relative to market risk.
11.83%
Low upside capture suggests missing out on market rallies.
-0.60%
Low downside capture indicates good protection during market declines.