Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 70 | — |
| Standard deviation | 2.98 | — |
| Sharpe ratio | -0.55 | — |
| Treynor ratio | -4.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.02 | — |
| R-squared | 62 | — |
| Standard deviation | 2.53 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -3.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 0 | — |
| Mean annual return | 0 | — |
| R-squared | 46 | — |
| Standard deviation | 2.24 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -1.75 | — |
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 | — |