PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
215.00 - 235.00
210.00 - 590.00
2.95M / 482.4K (Avg.)
11.40 | 0.20
Total Return
84.87%
Annual Return
22.90%
Risk (Volatility)
47.07%
Risk-Return Assessment:
84.87%
Strong cumulative return significantly outpacing inflation and market expectations.
22.90%
High annualized return suggests strong yearly performance.
47.07%
High volatility suggests significant price swings and higher risk.
1.04
Moderate Sharpe ratio shows acceptable risk-adjusted returns.
0.87
Moderate Sortino ratio shows acceptable downside risk control.
65.63%
Large maximum drawdown suggests significant potential losses.
0.35
Moderate Calmar ratio shows acceptable return-to-drawdown trade-off.
0.24
Beta lower than 1.0 indicates less risk than the market.
24.80%
Positive alpha indicates outperformance relative to the benchmark.
18.62%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
30.42%
High CVaR suggests significant losses in worst-case scenarios.
0.27
Moderate information ratio shows some active management value.
0.68%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
120.50
High Treynor ratio indicates excellent return per unit of market risk.
34.36%
Low upside capture suggests missing out on market rallies.
3.35%
Low downside capture indicates good protection during market declines.