Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 66 | — |
| Standard deviation | 5.17 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -0.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 63 | — |
| Standard deviation | 4.44 | — |
| Sharpe ratio | -0.47 | — |
| Treynor ratio | -2.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 63 | — |
| Standard deviation | 3.46 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.13 | — |
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 | — |