Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 85 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -3.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 70 | — |
| Standard deviation | 10.74 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -4.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 27 | — |
| Standard deviation | 9.49 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -4.83 | — |
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 | — |