Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 90 | — |
| Standard deviation | 5.28 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 87 | — |
| Standard deviation | 4.50 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 75 | — |
| Standard deviation | 3.96 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.53 | — |
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 | — |