Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 82 | — |
| Standard deviation | 1.77 | — |
| Sharpe ratio | -0.72 | — |
| Treynor ratio | -5.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 0 | — |
| Mean annual return | 0.03 | — |
| R-squared | 79 | — |
| Standard deviation | 1.59 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -4.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 0 | — |
| Mean annual return | 0 | — |
| R-squared | 71 | — |
| Standard deviation | 1.42 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -2.04 | — |
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 | — |