Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 76 | — |
| Standard deviation | 7.90 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -5.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 67 | — |
| Standard deviation | 7.05 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 39 | — |
| Standard deviation | 6.77 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.25 | — |
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 | — |