Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 0 | — |
| Mean annual return | 0.50 | — |
| R-squared | 77 | — |
| Standard deviation | 0.97 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -1.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 67 | — |
| Standard deviation | 1.10 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.52 | — |
| R-squared | 64 | — |
| Standard deviation | 1.09 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 1.32 | — |
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 | — |