Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 93 | — |
| Standard deviation | 10.27 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -7.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 90 | — |
| Standard deviation | 9.24 | — |
| Sharpe ratio | -0.48 | — |
| Treynor ratio | -6.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.11 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 90 | — |
| Standard deviation | 8.44 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -3.51 | — |
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 | — |