Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 91 | — |
| Standard deviation | 6.24 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -2.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | -0.28 | — |
| R-squared | 92 | — |
| Standard deviation | 6.45 | — |
| Sharpe ratio | -0.92 | — |
| Treynor ratio | -6.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 90 | — |
| Standard deviation | 6.72 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.21 | — |
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 | — |