Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 0 | — |
| Mean annual return | 0.88 | — |
| R-squared | 6 | — |
| Standard deviation | 0.42 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 14.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 0 | — |
| Mean annual return | 0.67 | — |
| R-squared | 10 | — |
| Standard deviation | 1 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 0 | — |
| Mean annual return | 0.56 | — |
| R-squared | 1 | — |
| Standard deviation | 0.98 | — |
| Sharpe ratio | -1.09 | — |
| Treynor ratio | -28.54 | — |
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 | — |