Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 93 | — |
| Standard deviation | 7.62 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 92 | — |
| Standard deviation | 7.20 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 93 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.76 | — |
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 | — |