Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 95 | — |
| Standard deviation | 10.30 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 95 | — |
| Standard deviation | 9.51 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 95 | — |
| Standard deviation | 8.76 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.44 | — |
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 | — |