Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | -1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 20 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | 7.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.14 | — |
| Beta | 0 | — |
| Mean annual return | 0.38 | — |
| R-squared | 7 | — |
| Standard deviation | 15.66 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | -1.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 0 | — |
| Mean annual return | 0.18 | — |
| R-squared | 3 | — |
| Standard deviation | 14.72 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | 3.36 | — |
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 | — |