Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 0 | — |
| Mean annual return | 0.84 | — |
| R-squared | 1 | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | 2.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 0 | — |
| Mean annual return | 0.66 | — |
| R-squared | 1 | — |
| Standard deviation | 0.86 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | 9.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.59 | — |
| R-squared | 1 | — |
| Standard deviation | 0.78 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | 0.94 | — |
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 | — |