Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.19 | 0.00 |
| R-squared | 98 | 0.84 |
| Standard deviation | 7.33 | 0.04 |
| Sharpe ratio | -0.35 | 0.01 |
| Treynor ratio | -2.85 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | -0.06 | 0.00 |
| R-squared | 98 | 0.86 |
| Standard deviation | 6.48 | 0.03 |
| Sharpe ratio | -0.58 | 0.01 |
| Treynor ratio | -3.90 | 0.02 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.18 | 0.00 |
| R-squared | 95 | 0.86 |
| Standard deviation | 5.24 | 0.03 |
| Sharpe ratio | 0.01 | 0.01 |
| Treynor ratio | -0.08 | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |