Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 86 | — |
| Standard deviation | 4.80 | — |
| Sharpe ratio | -0.57 | — |
| Treynor ratio | -4.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 79 | — |
| Standard deviation | 3.86 | — |
| Sharpe ratio | -0.58 | — |
| Treynor ratio | -4.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 72 | — |
| Standard deviation | 2.99 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | -3.25 | — |
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 | — |