Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 1 | — |
| Mean annual return | -0.31 | — |
| R-squared | 85 | — |
| Standard deviation | 16.61 | — |
| Sharpe ratio | -0.58 | — |
| Treynor ratio | -9.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 87 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 0 | — |
| Mean annual return | 0 | — |
| R-squared | 0 | — |
| Standard deviation | 0 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | 0 | — |
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 | — | — |
| 3-year earnings growth | — | — |