Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 0 | — |
| Mean annual return | 0.09 | — |
| R-squared | 67 | — |
| Standard deviation | 1.90 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -6.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 0 | — |
| Mean annual return | 0.03 | — |
| R-squared | 65 | — |
| Standard deviation | 1.79 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | -4.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
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 | — |