Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 84 | — |
| Standard deviation | 15.16 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -4.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 85 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 91 | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.50 | — |
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 | — |