Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 84 | — |
| Standard deviation | 12.31 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -4.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 68 | — |
| Standard deviation | 9.79 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -4.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 26 | — |
| Standard deviation | 8.63 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -4.82 | — |
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 | — |