Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 94 | — |
| Standard deviation | 1.90 | — |
| Sharpe ratio | -0.93 | — |
| Treynor ratio | -1.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 1.58 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -1.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 91 | — |
| Standard deviation | 1.26 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -0.50 | — |
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 | — |