Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 82 | — |
| Standard deviation | 7.65 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 83 | — |
| Standard deviation | 6.58 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 85 | — |
| Standard deviation | 5.78 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.30 | — |
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 | — |