PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
1053.00 - 1366.00
770.00 - 1694.00
235.0K / 20.8K (Avg.)
15.87 | 67.22
Total Return
6.44%
Annual Return
2.12%
Risk (Volatility)
34.09%
Risk-Return Assessment:
6.44%
Positive return that beats inflation but could be stronger given market conditions.
2.12%
Return is positive but below market average.
34.09%
High volatility suggests significant price swings and higher risk.
0.22
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.20
Low Sortino ratio suggests poor downside risk management.
46.09%
Large maximum drawdown suggests significant potential losses.
0.05
Low Calmar ratio suggests poor return relative to drawdown risk.
-0.01
Beta lower than 1.0 indicates less risk than the market.
4.60%
Positive alpha indicates outperformance relative to the benchmark.
10.17%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
20.25%
High CVaR suggests significant losses in worst-case scenarios.
-0.28
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.
-293.46
Low Treynor ratio suggests poor return relative to market risk.
15.17%
Low upside capture suggests missing out on market rallies.
9.01%
Low downside capture indicates good protection during market declines.