Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 99 | — |
| Standard deviation | 9.39 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -4 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 99 | — |
| Standard deviation | 8.57 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -1.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 98 | — |
| Standard deviation | 6.95 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.25 | — |
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 | — |