Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.51 | — |
| Beta | 1 | — |
| Mean annual return | -0.49 | — |
| R-squared | 16 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | -0.84 | — |
| Treynor ratio | -16.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.44 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 26 | — |
| Standard deviation | 8.56 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -5.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.33 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 54 | — |
| Standard deviation | 8.33 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -2.75 | — |
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 | — |