Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 99 | — |
| Standard deviation | 29.77 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -4.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 94 | — |
| Standard deviation | 25.32 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 95 | — |
| Standard deviation | 21.71 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -2.27 | — |
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 | — |