Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 99 | — |
| Standard deviation | 8.42 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -3.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 98 | — |
| Standard deviation | 7.36 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -4.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 97 | — |
| Standard deviation | 6.62 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.62 | — |
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 | — |