Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.15 | 0.00 |
| R-squared | 98 | 0.93 |
| Standard deviation | 5.06 | 0.03 |
| Sharpe ratio | -0.55 | 0.01 |
| Treynor ratio | -4.22 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.06 | 0.00 |
| R-squared | 98 | 0.94 |
| Standard deviation | 4.63 | 0.03 |
| Sharpe ratio | -0.45 | 0.00 |
| Treynor ratio | -3.04 | 0.01 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.13 | 0.00 |
| R-squared | 98 | 0.93 |
| Standard deviation | 3.80 | 0.03 |
| Sharpe ratio | -0.10 | 0.01 |
| Treynor ratio | -0.63 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |