Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 62 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 52 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 21 | — |
| Standard deviation | 6.79 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -2.20 | — |
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 | — |