PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
Strathcona Resources Ltd (SCR.TO)
38.000.60 (1.60%)
37.15 - 38.24
22.75 - 39.30
1.11M / 74.7K (Avg.)
12.71 | 2.99
Total Return
-49.99%
Annual Return
-20.74%
Risk (Volatility)
47.40%
Risk-Return Assessment:
-49.99%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-20.74%
Low or negative annualized return indicates poor yearly performance.
47.40%
High volatility suggests significant price swings and higher risk.
-0.56
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-0.46
Low Sortino ratio suggests poor downside risk management.
73.36%
Large maximum drawdown suggests significant potential losses.
-0.28
Low Calmar ratio suggests poor return relative to drawdown risk.
0.91
Beta lower than 1.0 indicates less risk than the market.
-27.64%
Negative alpha suggests underperformance relative to the benchmark.
20.32%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
30.56%
High CVaR suggests significant losses in worst-case scenarios.
-0.64
Low information ratio suggests poor active management value.
10.32%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-17.07
Low Treynor ratio suggests poor return relative to market risk.
59.93%
Low upside capture suggests missing out on market rallies.
86.15%
Moderate downside capture shows some protection during declines.