Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -0.97 | — |
Beta | 0 | — |
Mean annual return | 0.47 | — |
R-squared | 60 | — |
Standard deviation | 0.64 | — |
Sharpe ratio | -1.40 | — |
Treynor ratio | -1.92 | — |
5 year | Return | Category |
---|---|---|
Alpha | -1.20 | — |
Beta | 0 | — |
Mean annual return | 0.39 | — |
R-squared | 67 | — |
Standard deviation | 0.88 | — |
Sharpe ratio | -0.89 | — |
Treynor ratio | -1.57 | — |
10 year | Return | Category |
---|---|---|
Alpha | -1.05 | — |
Beta | 1 | — |
Mean annual return | 0.47 | — |
R-squared | 64 | — |
Standard deviation | 1.12 | — |
Sharpe ratio | -0.20 | — |
Treynor ratio | -0.37 | — |
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 | — |