Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.84 | — |
| R-squared | 23 | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -2.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.64 | — |
| R-squared | 24 | — |
| Standard deviation | 0.98 | — |
| Sharpe ratio | -1.04 | — |
| Treynor ratio | -5.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 0 | — |
| Mean annual return | 0.56 | — |
| R-squared | 11 | — |
| Standard deviation | 0.88 | — |
| Sharpe ratio | -1.10 | — |
| Treynor ratio | -7.21 | — |
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 | — |