PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
Total Return
-62.68%
Annual Return
-28.16%
Risk (Volatility)
182.90%
Risk-Return Assessment:
-62.68%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-28.16%
Low or negative annualized return indicates poor yearly performance.
182.90%
High volatility suggests significant price swings and higher risk.
0.82
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
1.13
Moderate Sortino ratio shows acceptable downside risk control.
98.97%
Large maximum drawdown suggests significant potential losses.
-0.28
Low Calmar ratio suggests poor return relative to drawdown risk.
-0.07
Beta lower than 1.0 indicates less risk than the market.
87.77%
Positive alpha indicates outperformance relative to the benchmark.
46.34%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
73.55%
High CVaR suggests significant losses in worst-case scenarios.
0.40
Moderate information ratio shows some active management value.
0.00%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-1205.22
Low Treynor ratio suggests poor return relative to market risk.
9.16%
Low upside capture suggests missing out on market rallies.
-96.03%
Low downside capture indicates good protection during market declines.
0.51 - 0.61
0.03 - 0.62
156.49M / 30.26M (Avg.)
-0.58 | -0.01