Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 94 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 5.46 | — |
| Sharpe ratio | -0.31 | — |
| Treynor ratio | -2.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
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 | — |