Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 95 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 94 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.63 | — |
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 | — |