Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | -0.20 | — |
| R-squared | 87 | — |
| Standard deviation | 9.05 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -4.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | -0.31 | — |
| R-squared | 88 | — |
| Standard deviation | 7.58 | — |
| Sharpe ratio | -0.66 | — |
| Treynor ratio | -4.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 90 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -1.25 | — |
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 | — |