Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 92 | — |
| Standard deviation | 9.75 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 93 | — |
| Standard deviation | 9.67 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 94 | — |
| Standard deviation | 9.07 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.42 | — |
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 | — |