Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 55 | — |
| Standard deviation | 5.06 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 52 | — |
| Standard deviation | 4.40 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 52 | — |
| Standard deviation | 3.51 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.26 | — |
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 | — |