PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
Total Return
-60.92%
Annual Return
-27.04%
Risk (Volatility)
90.07%
Risk-Return Assessment:
-60.92%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-27.04%
Low or negative annualized return indicates poor yearly performance.
90.07%
High volatility suggests significant price swings and higher risk.
0.07
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.07
Low Sortino ratio suggests poor downside risk management.
92.09%
Large maximum drawdown suggests significant potential losses.
-0.29
Low Calmar ratio suggests poor return relative to drawdown risk.
1.39
Beta close to 1.0 indicates market-like sensitivity.
-15.07%
Negative alpha suggests underperformance relative to the benchmark.
31.94%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
49.44%
High CVaR suggests significant losses in worst-case scenarios.
-0.11
Low information ratio suggests poor active management value.
6.68%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
2.55
High Treynor ratio indicates excellent return per unit of market risk.
121.35%
High upside capture indicates strong participation in market gains.
137.35%
High downside capture suggests full participation in market losses.
1.90 - 2.15
0.48 - 2.54
9.88M / 2.92M (Avg.)
-0.48 | -4.19