PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
1536.00 - 1565.00
1090.00 - 1784.00
46.2K / 155.6K (Avg.)
23.48 | 66.41
Total Return
11.36%
Annual Return
3.68%
Risk (Volatility)
39.11%
Risk-Return Assessment:
11.36%
Positive return that beats inflation but could be stronger given market conditions.
3.68%
Return is positive but below market average.
39.11%
High volatility suggests significant price swings and higher risk.
0.34
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.30
Low Sortino ratio suggests poor downside risk management.
47.44%
Large maximum drawdown suggests significant potential losses.
0.08
Low Calmar ratio suggests poor return relative to drawdown risk.
0.10
Beta lower than 1.0 indicates less risk than the market.
6.15%
Positive alpha indicates outperformance relative to the benchmark.
14.26%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
23.34%
High CVaR suggests significant losses in worst-case scenarios.
-0.19
Low information ratio suggests poor active management value.
0.18%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
76.77
High Treynor ratio indicates excellent return per unit of market risk.
33.82%
Low upside capture suggests missing out on market rallies.
27.97%
Low downside capture indicates good protection during market declines.