Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.94 | — |
| Beta | 1 | — |
| Mean annual return | -0.27 | — |
| R-squared | 97 | — |
| Standard deviation | 6.54 | — |
| Sharpe ratio | -0.89 | — |
| Treynor ratio | -6 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.92 | — |
| Beta | 1 | — |
| Mean annual return | -0.32 | — |
| R-squared | 86 | — |
| Standard deviation | 5.55 | — |
| Sharpe ratio | -0.94 | — |
| Treynor ratio | -6.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | -0.17 | — |
| R-squared | 82 | — |
| Standard deviation | 4.46 | — |
| Sharpe ratio | -0.56 | — |
| Treynor ratio | -3.08 | — |
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 | — |