Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 82 | — |
| Standard deviation | 1.74 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -3.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 0 | — |
| Mean annual return | 0.15 | — |
| R-squared | 61 | — |
| Standard deviation | 1.78 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.05 | — |
| R-squared | 28 | — |
| Standard deviation | 2.54 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.51 | — |
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 | — |