Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 61 | — |
| Standard deviation | 4.83 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 54 | — |
| Standard deviation | 4.79 | — |
| Sharpe ratio | -0.76 | — |
| Treynor ratio | -6.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 0 | — |
| Mean annual return | 0.03 | — |
| R-squared | 29 | — |
| Standard deviation | 3.92 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -5.13 | — |
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 | — |