Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 40 | — |
| Standard deviation | 0.72 | — |
| Sharpe ratio | -1.12 | — |
| Treynor ratio | -1.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 57 | — |
| Standard deviation | 1.07 | — |
| Sharpe ratio | -1.11 | — |
| Treynor ratio | -1.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 48 | — |
| Standard deviation | 1.41 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.10 | — |
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 | — |