Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 80 | — |
| Standard deviation | 2.07 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -1.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 74 | — |
| Standard deviation | 1.69 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -0.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 61 | — |
| Standard deviation | 1.66 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -0.39 | — |
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 | — |