Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 89 | — |
| Standard deviation | 4.68 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -2.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 87 | — |
| Standard deviation | 4.04 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -3.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 67 | — |
| Standard deviation | 3.28 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.20 | — |
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 | — |