Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 79 | — |
| Standard deviation | 2.95 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -0.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 79 | — |
| Standard deviation | 2.75 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -0.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 60 | — |
| Standard deviation | 2.28 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.18 | — |
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 | — |