Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 81 | — |
| Standard deviation | 6.98 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 78 | — |
| Standard deviation | 6.57 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 66 | — |
| Standard deviation | 6.92 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.21 | — |
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 | — |