Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.61 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.26 | 0.01 |
| R-squared | 96 | 0.48 |
| Standard deviation | 8.11 | 0.07 |
| Sharpe ratio | -0.21 | 0.01 |
| Treynor ratio | -1.87 | 0.05 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.03 | 0.00 |
| R-squared | 93 | 0.51 |
| Standard deviation | 7.40 | 0.06 |
| Sharpe ratio | -0.36 | 0.01 |
| Treynor ratio | -2.62 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.22 | 0.00 |
| R-squared | 61 | 0.53 |
| Standard deviation | 7.30 | 0.05 |
| Sharpe ratio | 0.07 | 0.01 |
| Treynor ratio | 0.21 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 5.09 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |