Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 85 | — |
| Standard deviation | 0.76 | — |
| Sharpe ratio | -0.59 | — |
| Treynor ratio | -0.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 81 | — |
| Standard deviation | 0.82 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -0.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 0 | — |
| Mean annual return | 0.50 | — |
| R-squared | 76 | — |
| Standard deviation | 0.83 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 0.41 | — |
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 | — |