PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
0.14 - 0.14
0.08 - 0.20
5.0K / 202.5K (Avg.)
-6.75 | -0.02
Total Return
-67.83%
Annual Return
-31.66%
Risk (Volatility)
92.89%
Risk-Return Assessment:
-67.83%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-31.66%
Low or negative annualized return indicates poor yearly performance.
92.89%
High volatility suggests significant price swings and higher risk.
-0.05
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-0.05
Low Sortino ratio suggests poor downside risk management.
87.57%
Large maximum drawdown suggests significant potential losses.
-0.36
Low Calmar ratio suggests poor return relative to drawdown risk.
0.04
Beta lower than 1.0 indicates less risk than the market.
-3.38%
Negative alpha suggests underperformance relative to the benchmark.
31.36%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
58.56%
High CVaR suggests significant losses in worst-case scenarios.
-0.19
Low information ratio suggests poor active management value.
0.00%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-70.90
Low Treynor ratio suggests poor return relative to market risk.
46.19%
Low upside capture suggests missing out on market rallies.
55.77%
Low downside capture indicates good protection during market declines.