Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 96 | — |
| Standard deviation | 9.55 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | -0.15 | — |
| R-squared | 95 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -2.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 90 | — |
| Standard deviation | 6.38 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.38 | — |
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 | — |