Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 5 | — |
| Mean annual return | 0.56 | — |
| R-squared | 66 | — |
| Standard deviation | 0.42 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 0.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 4 | — |
| Mean annual return | 0.45 | — |
| R-squared | 50 | — |
| Standard deviation | 0.66 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | 0 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 2 | — |
| Mean annual return | 0.49 | — |
| R-squared | 12 | — |
| Standard deviation | 0.85 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.03 | — |
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 | — |