PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
Manulife Financial Corp (MFC-PM.TO)
23.680.18 (-0.75%)
23.68 - 23.68
20.75 - 25.07
1.4K / 5.9K (Avg.)
Total Return
22.36%
Annual Return
7.01%
Risk (Volatility)
16.40%
Risk-Return Assessment:
22.36%
Strong cumulative return significantly outpacing inflation and market expectations.
7.01%
Return is positive but below market average.
16.40%
Moderate volatility is acceptable but monitor for trend changes.
0.49
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.41
Low Sortino ratio suggests poor downside risk management.
20.91%
Large maximum drawdown suggests significant potential losses.
0.33
Moderate Calmar ratio shows acceptable return-to-drawdown trade-off.
0.06
Beta lower than 1.0 indicates less risk than the market.
3.82%
Positive alpha indicates outperformance relative to the benchmark.
7.00%
Moderate VaR suggests moderate potential losses in extreme scenarios based on given confidence interval.
10.99%
Moderate CVaR requires tail risk monitoring.
-0.39
Low information ratio suggests poor active management value.
0.38%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
76.95
High Treynor ratio indicates excellent return per unit of market risk.
10.70%
Low upside capture suggests missing out on market rallies.
3.22%
Low downside capture indicates good protection during market declines.