Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 75 | — |
| Standard deviation | 5.26 | — |
| Sharpe ratio | -0.54 | — |
| Treynor ratio | -5.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 75 | — |
| Standard deviation | 4.31 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 75 | — |
| Standard deviation | 3.50 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.85 | — |
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 | — |