Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 21 | — |
| Standard deviation | 31.02 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -2.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 2 | — |
| Mean annual return | 1.13 | — |
| R-squared | 25 | — |
| Standard deviation | 34.79 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.93 | — |
| Beta | 2 | — |
| Mean annual return | 0.46 | — |
| R-squared | 25 | — |
| Standard deviation | 30.93 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | -0.80 | — |
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 | — |