PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
1.75 - 1.81
1.03 - 2.41
122.5K / 297.6K (Avg.)
-1.36 | -1.31
Total Return
-73.16%
Annual Return
-35.69%
Risk (Volatility)
89.33%
Risk-Return Assessment:
-73.16%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-35.69%
Low or negative annualized return indicates poor yearly performance.
89.33%
High volatility suggests significant price swings and higher risk.
-0.07
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-0.06
Low Sortino ratio suggests poor downside risk management.
92.64%
Large maximum drawdown suggests significant potential losses.
-0.39
Low Calmar ratio suggests poor return relative to drawdown risk.
1.42
Beta close to 1.0 indicates market-like sensitivity.
-22.92%
Negative alpha suggests underperformance relative to the benchmark.
31.50%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
52.59%
High CVaR suggests significant losses in worst-case scenarios.
-0.20
Low information ratio suggests poor active management value.
7.12%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-2.72
Low Treynor ratio suggests poor return relative to market risk.
135.27%
High upside capture indicates strong participation in market gains.
162.83%
High downside capture suggests full participation in market losses.