Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 99 | — |
| Standard deviation | 10.23 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 99 | — |
| Standard deviation | 10.20 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 99 | — |
| Standard deviation | 11.49 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.80 | — |
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 | — |