Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 96 | — |
| Standard deviation | 7.21 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 96 | — |
| Standard deviation | 6.79 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 96 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.86 | — |
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 | 804 | — |
| 3-year earnings growth | 0 | — |