Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | -0.11 | — |
| R-squared | 96 | — |
| Standard deviation | 5.95 | — |
| Sharpe ratio | -0.67 | — |
| Treynor ratio | -3.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | -0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 5.25 | — |
| Sharpe ratio | -0.75 | — |
| Treynor ratio | -3.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 90 | — |
| Standard deviation | 4.43 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -1.30 | — |
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 | — |