Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 99 | — |
| Standard deviation | 28.67 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -5.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 96 | — |
| Standard deviation | 24.20 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -2.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 95 | — |
| Standard deviation | 20.55 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.79 | — |
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 | — |