Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 2 | — |
| Mean annual return | 0.48 | — |
| R-squared | 43 | — |
| Standard deviation | 0.35 | — |
| Sharpe ratio | -3.41 | — |
| Treynor ratio | -0.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 25 | — |
| Standard deviation | 0.45 | — |
| Sharpe ratio | -1.50 | — |
| Treynor ratio | -0.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 20 | — |
| Standard deviation | 0.44 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.04 | — |
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 | — |