Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 88 | — |
| Standard deviation | 7.55 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 84 | — |
| Standard deviation | 7.25 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 87 | — |
| Standard deviation | 7.46 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.96 | — |
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 | — |