Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 10 | — |
| Standard deviation | 0.49 | — |
| Sharpe ratio | -1.76 | — |
| Treynor ratio | -0.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 2 | — |
| Mean annual return | 0.22 | — |
| R-squared | 17 | — |
| Standard deviation | 0.70 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -0.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 3 | — |
| Standard deviation | 0.64 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.02 | — |
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 | — |