Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 31 | — |
| Standard deviation | 0.41 | — |
| Sharpe ratio | -5.47 | — |
| Treynor ratio | -1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 15 | — |
| Standard deviation | 0.50 | — |
| Sharpe ratio | -3.28 | — |
| Treynor ratio | -0.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 22 | — |
| Standard deviation | 0.41 | — |
| Sharpe ratio | -3.03 | — |
| Treynor ratio | -0.63 | — |
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 | — |