Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.16 | 0.00 |
| R-squared | 100 | 0.84 |
| Standard deviation | 7.16 | 0.04 |
| Sharpe ratio | -0.42 | 0.01 |
| Treynor ratio | -3.33 | 0.07 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | -0.08 | 0.00 |
| R-squared | 100 | 0.86 |
| Standard deviation | 6.32 | 0.03 |
| Sharpe ratio | -0.64 | 0.01 |
| Treynor ratio | -4.20 | 0.02 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.00 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.00 |
| R-squared | — | 0.86 |
| Standard deviation | — | 0.03 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.03 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |