Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 79 | — |
| Standard deviation | 2.08 | — |
| Sharpe ratio | -0.98 | — |
| Treynor ratio | -2.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 73 | — |
| Standard deviation | 1.68 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -0.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 61 | — |
| Standard deviation | 1.65 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -0.44 | — |
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 | — |