Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 78 | — |
| Standard deviation | 20.25 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -2.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 84 | — |
| Standard deviation | 19.28 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -9.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 87 | — |
| Standard deviation | 17.56 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.86 | — |
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 | — |