Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 100 | — |
| Standard deviation | 1.95 | — |
| Sharpe ratio | -0.90 | — |
| Treynor ratio | -1.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 98 | — |
| Standard deviation | 1.78 | — |
| Sharpe ratio | -1.11 | — |
| Treynor ratio | -2.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 87 | — |
| Standard deviation | 1.39 | — |
| Sharpe ratio | -0.73 | — |
| Treynor ratio | -1.19 | — |
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 | — |