Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 39 | — |
| Standard deviation | 0.20 | — |
| Sharpe ratio | -2.47 | — |
| Treynor ratio | -0.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 2 | — |
| Mean annual return | 0.42 | — |
| R-squared | 29 | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | -1.71 | — |
| Treynor ratio | -0.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 21 | — |
| Standard deviation | 0.44 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.02 | — |
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 | — |