Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 0 | — |
| Mean annual return | 0.26 | — |
| R-squared | 81 | — |
| Standard deviation | 1.79 | — |
| Sharpe ratio | -0.91 | — |
| Treynor ratio | -6.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 75 | — |
| Standard deviation | 1.69 | — |
| Sharpe ratio | -0.94 | — |
| Treynor ratio | -5.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 66 | — |
| Standard deviation | 1.41 | — |
| Sharpe ratio | -0.78 | — |
| Treynor ratio | -4.07 | — |
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 | — |