Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 0 | — |
| Mean annual return | 0.11 | — |
| R-squared | 84 | — |
| Standard deviation | 1.70 | — |
| Sharpe ratio | -0.83 | — |
| Treynor ratio | -6.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 0 | — |
| Mean annual return | 0.03 | — |
| R-squared | 76 | — |
| Standard deviation | 1.47 | — |
| Sharpe ratio | -0.70 | — |
| Treynor ratio | -4.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 0 | — |
| Mean annual return | -0.03 | — |
| R-squared | 56 | — |
| Standard deviation | 1.62 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -3.46 | — |
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 | — |