Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 81 | — |
| Standard deviation | 2.37 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 77 | — |
| Standard deviation | 1.96 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -1.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 68 | — |
| Standard deviation | 1.58 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.18 | — |
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 | — |