Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 70 | — |
| Standard deviation | 4.48 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -3.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 72 | — |
| Standard deviation | 4.13 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -2.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 71 | — |
| Standard deviation | 3.65 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -1.95 | — |
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 | — |