Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 96 | — |
| Standard deviation | 2.50 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -1.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 87 | — |
| Standard deviation | 2.33 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -0.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 79 | — |
| Standard deviation | 2.87 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.08 | — |
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 | — |