Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 73 | — |
| Standard deviation | 1.58 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -0.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 70 | — |
| Standard deviation | 1.37 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -0.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 59 | — |
| Standard deviation | 1.19 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -0.36 | — |
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 | — |