Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 12 | — |
| Mean annual return | 0.20 | — |
| R-squared | 6 | — |
| Standard deviation | 1.35 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -0.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 15 | — |
| Mean annual return | 0.11 | — |
| R-squared | 10 | — |
| Standard deviation | 1.23 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | 0 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 10 | — |
| Mean annual return | 0.05 | — |
| R-squared | 3 | — |
| Standard deviation | 1.09 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.01 | — |
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 | — |