PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
0.06 - 0.07
0.06 - 0.24
1.89M / 3.59M (Avg.)
-1.60 | -0.04
Total Return
-93.43%
Annual Return
-59.89%
Risk (Volatility)
69.91%
Risk-Return Assessment:
-93.43%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-59.89%
Low or negative annualized return indicates poor yearly performance.
69.91%
High volatility suggests significant price swings and higher risk.
-1.74
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-1.39
Low Sortino ratio suggests poor downside risk management.
95.09%
Large maximum drawdown suggests significant potential losses.
-0.63
Low Calmar ratio suggests poor return relative to drawdown risk.
0.15
Beta lower than 1.0 indicates less risk than the market.
-72.68%
Negative alpha suggests underperformance relative to the benchmark.
31.36%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
45.51%
High CVaR suggests significant losses in worst-case scenarios.
-1.20
Low information ratio suggests poor active management value.
0.13%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-459.78
Low Treynor ratio suggests poor return relative to market risk.
-24.56%
Low upside capture suggests missing out on market rallies.
51.32%
Low downside capture indicates good protection during market declines.