Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 46 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 39 | — |
| Standard deviation | 6.43 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 20 | — |
| Standard deviation | 7.46 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.85 | — |
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 | — |