Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 98 | — |
| Standard deviation | 30.27 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -6.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.29 | — |
| Beta | 1 | — |
| Mean annual return | -0.16 | — |
| R-squared | 95 | — |
| Standard deviation | 25.74 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -7.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 95 | — |
| Standard deviation | 22.02 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -4.34 | — |
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 | — |