Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 50 | — |
| Standard deviation | 7.29 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 44 | — |
| Standard deviation | 6.58 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 27 | — |
| Standard deviation | 6.86 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.10 | — |
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 | 18.43K | — |
| 3-year earnings growth | 0 | — |