Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.20 | 0.00 |
| R-squared | 99 | 0.94 |
| Standard deviation | 4.79 | 0.04 |
| Sharpe ratio | -0.46 | 0.01 |
| Treynor ratio | -3.61 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.15 | 0.00 |
| R-squared | 98 | 0.94 |
| Standard deviation | 4.48 | 0.04 |
| Sharpe ratio | -0.23 | 0.00 |
| Treynor ratio | -1.65 | 0.02 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.17 | 0.00 |
| R-squared | 96 | 0.94 |
| Standard deviation | 3.94 | 0.04 |
| Sharpe ratio | 0 | 0.01 |
| Treynor ratio | -0.12 | 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 |