Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 82 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 73 | — |
| Standard deviation | 12.43 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 76 | — |
| Standard deviation | 13.95 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.96 | — |
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 | — |