Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -0.43 | -0.01 |
Beta | 1 | 0.01 |
Mean annual return | 0.13 | 0.00 |
R-squared | 95 | 0.93 |
Standard deviation | 6.65 | 0.05 |
Sharpe ratio | -0.51 | 0.01 |
Treynor ratio | -3.87 | 0.03 |
5 year | Return | Category |
---|---|---|
Alpha | 0.79 | 0.00 |
Beta | 1 | 0.01 |
Mean annual return | 0.10 | 0.00 |
R-squared | 94 | 0.91 |
Standard deviation | 6.09 | 0.05 |
Sharpe ratio | -0.30 | 0.00 |
Treynor ratio | -2.13 | 0.02 |
10 year | Return | Category |
---|---|---|
Alpha | -0.04 | -0.01 |
Beta | 1 | 0.01 |
Mean annual return | 0.18 | 0.00 |
R-squared | 85 | 0.91 |
Standard deviation | 5.68 | 0.04 |
Sharpe ratio | 0.01 | 0.01 |
Treynor ratio | -0.08 | 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 |