Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 91 | — |
| Standard deviation | 2.24 | — |
| Sharpe ratio | -0.69 | — |
| Treynor ratio | -1.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 91 | — |
| Standard deviation | 2.23 | — |
| Sharpe ratio | -0.89 | — |
| Treynor ratio | -2.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 85 | — |
| Standard deviation | 1.88 | — |
| Sharpe ratio | -0.81 | — |
| Treynor ratio | -1.64 | — |
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 | — |