Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 94 | — |
| Standard deviation | 5.43 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -1.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.14 | — |
| R-squared | 93 | — |
| Standard deviation | 4.77 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -2.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 86 | — |
| Standard deviation | 4.07 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.17 | — |
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 | — |