Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 97 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -4.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 97 | — |
| Standard deviation | 6.37 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -4.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 95 | — |
| Standard deviation | 5.28 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -2.22 | — |
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 | — |