Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 0 | — |
| Mean annual return | 0.52 | — |
| R-squared | 4 | — |
| Standard deviation | 0.13 | — |
| Sharpe ratio | -22.10 | — |
| Treynor ratio | -8.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 0 | — |
| Mean annual return | 0.43 | — |
| R-squared | 3 | — |
| Standard deviation | 0.43 | — |
| Sharpe ratio | -10.76 | — |
| Treynor ratio | -5.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | -2 | — |
| Mean annual return | 0.41 | — |
| R-squared | 5 | — |
| Standard deviation | 1.02 | — |
| Sharpe ratio | -0.87 | — |
| Treynor ratio | 0.59 | — |
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 | — |