Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.89 | — |
| Beta | 1 | — |
| Mean annual return | -0.27 | — |
| R-squared | 41 | — |
| Standard deviation | 11.94 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -6.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 38 | — |
| Standard deviation | 10.66 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 49 | — |
| Standard deviation | 12.20 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.29 | — |
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 | — |