Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | -0.38 | — |
| R-squared | 99 | — |
| Standard deviation | 10.31 | — |
| Sharpe ratio | -0.89 | — |
| Treynor ratio | -8.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | -0.37 | — |
| R-squared | 98 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -6.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 98 | — |
| Standard deviation | 7.62 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -2.69 | — |
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 | — |