Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 81 | — |
| Standard deviation | 15.23 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 83 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 84 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.58 | — |
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 | — |