Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 99 | — |
| Standard deviation | 7.95 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 99 | — |
| Standard deviation | 7.50 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 98 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |