Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 100 | — |
| Standard deviation | 6.13 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 99 | — |
| Standard deviation | 5.28 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -0.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 99 | — |
| Standard deviation | 4.66 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 0.83 | — |
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 | — |