Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 99 | — |
| Standard deviation | 31.56 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 26.63 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -3.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 96 | — |
| Standard deviation | 22.45 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.38 | — |
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 | — |