Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 72 | — |
| Standard deviation | 4.79 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -3.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 66 | — |
| Standard deviation | 4.81 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 58 | — |
| Standard deviation | 4.77 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.73 | — |
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 | — |