Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -0.58 | — |
Beta | 0 | — |
Mean annual return | 0.12 | — |
R-squared | 9 | — |
Standard deviation | 2.80 | — |
Sharpe ratio | -0.38 | — |
Treynor ratio | -8.02 | — |
5 year | Return | Category |
---|---|---|
Alpha | 1.56 | — |
Beta | 0 | — |
Mean annual return | 0.20 | — |
R-squared | 6 | — |
Standard deviation | 2.79 | — |
Sharpe ratio | 0.39 | — |
Treynor ratio | 7.78 | — |
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 | — |