Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 85 | — |
| Standard deviation | 11.18 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 87 | — |
| Standard deviation | 11.20 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 86 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.02 | — |
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 | — |