Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 93 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 90 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 3.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 92 | — |
| Standard deviation | 8.85 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.21 | — |
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 | — |