Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 96 | — |
| Standard deviation | 3.60 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -1.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 96 | — |
| Standard deviation | 3.28 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -3.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 90 | — |
| Standard deviation | 2.98 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.29 | — |
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 | — |