Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 88 | — |
| Standard deviation | 15.20 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -5.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.28 | — |
| Beta | 1 | — |
| Mean annual return | -0.19 | — |
| R-squared | 90 | — |
| Standard deviation | 13.92 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -5.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 92 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -2.18 | — |
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 | — |