Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 94 | — |
| Standard deviation | 14.44 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -3.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 93 | — |
| Standard deviation | 14.44 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 94 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -2.88 | — |
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 | — |