Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 0 | — |
| Mean annual return | 0.50 | — |
| R-squared | 67 | — |
| Standard deviation | 0.80 | — |
| Sharpe ratio | -0.59 | — |
| Treynor ratio | -1.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 62 | — |
| Standard deviation | 0.83 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -0.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 0 | — |
| Mean annual return | 0.50 | — |
| R-squared | 60 | — |
| Standard deviation | 0.85 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 0.82 | — |
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 | — |