Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 0 | — |
| Mean annual return | -0.15 | — |
| R-squared | 10 | — |
| Standard deviation | 4.58 | — |
| Sharpe ratio | -0.95 | — |
| Treynor ratio | -22.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 19 | — |
| Standard deviation | 6.27 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -2.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 25 | — |
| Standard deviation | 6.51 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.23 | — |
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 | — |