Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 94 | — |
| Standard deviation | 8.02 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 90 | — |
| Standard deviation | 7.58 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 83 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.40 | — |
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 | — |