Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 2 | — |
| Mean annual return | 0.33 | — |
| R-squared | 68 | — |
| Standard deviation | 19.18 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 2 | — |
| Mean annual return | 0.17 | — |
| R-squared | 66 | — |
| Standard deviation | 18.95 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.58 | — |
| Beta | 2 | — |
| Mean annual return | -0.02 | — |
| R-squared | 61 | — |
| Standard deviation | 17.69 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -2.44 | — |
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 | — |