PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
1.52 - 1.58
1.19 - 3.37
354.5K / 984.1K (Avg.)
-1.64 | -0.94
Total Return
-71.56%
Annual Return
-34.42%
Risk (Volatility)
124.40%
Risk-Return Assessment:
-71.56%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-34.42%
Low or negative annualized return indicates poor yearly performance.
124.40%
High volatility suggests significant price swings and higher risk.
0.32
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.34
Low Sortino ratio suggests poor downside risk management.
95.32%
Large maximum drawdown suggests significant potential losses.
-0.36
Low Calmar ratio suggests poor return relative to drawdown risk.
1.10
Beta close to 1.0 indicates market-like sensitivity.
6.62%
Positive alpha indicates outperformance relative to the benchmark.
42.12%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
64.82%
High CVaR suggests significant losses in worst-case scenarios.
0.07
Low information ratio suggests poor active management value.
2.15%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
21.07
High Treynor ratio indicates excellent return per unit of market risk.
153.19%
High upside capture indicates strong participation in market gains.
155.25%
High downside capture suggests full participation in market losses.