Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 2 | — |
| Mean annual return | -0.48 | — |
| R-squared | 64 | — |
| Standard deviation | 12.07 | — |
| Sharpe ratio | -0.68 | — |
| Treynor ratio | -5.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | -0.35 | — |
| R-squared | 51 | — |
| Standard deviation | 9.45 | — |
| Sharpe ratio | -0.58 | — |
| Treynor ratio | -4.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.26 | — |
| R-squared | 20 | — |
| Standard deviation | 8.30 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -4.38 | — |
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 | — |