Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | -0.39 | — |
| R-squared | 95 | — |
| Standard deviation | 4.59 | — |
| Sharpe ratio | -1.07 | — |
| Treynor ratio | -7.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | -0.17 | — |
| R-squared | 92 | — |
| Standard deviation | 3.85 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -3.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 87 | — |
| Standard deviation | 3.86 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 0.90 | — |
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 | — |