Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 97 | — |
| Standard deviation | 7.43 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -2.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | -0.14 | — |
| R-squared | 95 | — |
| Standard deviation | 6.52 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -3 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 92 | — |
| Standard deviation | 5.78 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.06 | — |
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 | — |