PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
3.02 - 3.02
2.85 - 3.74
400 / 3.8K (Avg.)
12.58 | 0.24
Total Return
-38.62%
Annual Return
-15.11%
Risk (Volatility)
39.43%
Risk-Return Assessment:
-38.62%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-15.11%
Low or negative annualized return indicates poor yearly performance.
39.43%
High volatility suggests significant price swings and higher risk.
-0.53
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-0.42
Low Sortino ratio suggests poor downside risk management.
46.99%
Large maximum drawdown suggests significant potential losses.
-0.32
Low Calmar ratio suggests poor return relative to drawdown risk.
0.13
Beta lower than 1.0 indicates less risk than the market.
-14.00%
Negative alpha suggests underperformance relative to the benchmark.
17.93%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
26.98%
High CVaR suggests significant losses in worst-case scenarios.
-0.65
Low information ratio suggests poor active management value.
0.28%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-95.60
Low Treynor ratio suggests poor return relative to market risk.
-2.93%
Low upside capture suggests missing out on market rallies.
6.87%
Low downside capture indicates good protection during market declines.