Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | -0.14 | — |
| R-squared | 75 | — |
| Standard deviation | 4.77 | — |
| Sharpe ratio | -0.90 | — |
| Treynor ratio | -7.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | -0.26 | — |
| R-squared | 74 | — |
| Standard deviation | 4.26 | — |
| Sharpe ratio | -1.04 | — |
| Treynor ratio | -7.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 64 | — |
| Standard deviation | 3.62 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -2.98 | — |
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 | — |