Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 0 | — |
| Mean annual return | 0 | — |
| R-squared | 78 | — |
| Standard deviation | 3.30 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -2.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 0 | — |
| Mean annual return | -0.03 | — |
| R-squared | 72 | — |
| Standard deviation | 3.46 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 65 | — |
| Standard deviation | 3.54 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1 | — |
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 | — |