Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 52 | — |
| Standard deviation | 7.44 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 46 | — |
| Standard deviation | 6.66 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 27 | — |
| Standard deviation | 6.89 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.93 | — |
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 | — |