Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 97 | — |
| Standard deviation | 5.26 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 87 | — |
| Standard deviation | 4.48 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 50 | — |
| Standard deviation | 4.37 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.55 | — |
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 | — |