Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.76 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 96 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -7.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 89 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 92 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.03 | — |
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 | — |