Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 91 | — |
| Standard deviation | 3.98 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -4.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 90 | — |
| Standard deviation | 3.51 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -4.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 0 | — |
| Mean annual return | -0.02 | — |
| R-squared | 87 | — |
| Standard deviation | 2.72 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -1.78 | — |
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 | — |