Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 0 | — |
| Mean annual return | 0.07 | — |
| R-squared | 84 | — |
| Standard deviation | 3.73 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -3.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.01 | — |
| R-squared | 82 | — |
| Standard deviation | 3.17 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -2.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 76 | — |
| Standard deviation | 3.17 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.04 | — |
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 | — |