Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 11 | — |
| Standard deviation | 0.53 | — |
| Sharpe ratio | -1.73 | — |
| Treynor ratio | -0.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 3 | — |
| Mean annual return | 0.22 | — |
| R-squared | 32 | — |
| Standard deviation | 0.73 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -0.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 3 | — |
| Standard deviation | 0.64 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.04 | — |
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 | — |