Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 2 | — |
| Standard deviation | 3.31 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 10 | — |
| Standard deviation | 3 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 28 | — |
| Standard deviation | 2.75 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -0.42 | — |
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 | — |