Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 95 | — |
| Standard deviation | 5.18 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 95 | — |
| Standard deviation | 4.57 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 91 | — |
| Standard deviation | 4.47 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.16 | — |
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 | — |