Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 86 | — |
| Standard deviation | 12.46 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 87 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 89 | — |
| Standard deviation | 11.19 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.62 | — |
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 | — |