Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.33 | — |
| R-squared | 0 | — |
| Standard deviation | 0.57 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -7.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 4 | — |
| Standard deviation | 0.70 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 3 | — |
| Standard deviation | 0.62 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.77 | — |
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 | — |