Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 66 | — |
| Standard deviation | 1.82 | — |
| Sharpe ratio | -0.41 | — |
| Treynor ratio | -1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 45 | — |
| Standard deviation | 1.92 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -0.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 24 | — |
| Standard deviation | 2.39 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 0.58 | — |
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 | — |