Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 90 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -4.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 84 | — |
| Standard deviation | 5.12 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -2.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 80 | — |
| Standard deviation | 4.73 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.56 | — |
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 | — |