Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | 0.01 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.29 | 0.00 |
| R-squared | 84 | 0.32 |
| Standard deviation | 2.30 | 0.03 |
| Sharpe ratio | -0.54 | 0.01 |
| Treynor ratio | -4.51 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | 0.01 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.17 | 0.00 |
| R-squared | 74 | 0.35 |
| Standard deviation | 2.16 | 0.02 |
| Sharpe ratio | -0.40 | 0.01 |
| Treynor ratio | -3.05 | 0.04 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | 0.00 |
| Beta | 0 | 0.00 |
| Mean annual return | 0.15 | 0.00 |
| R-squared | 56 | 0.35 |
| Standard deviation | 2 | 0.02 |
| Sharpe ratio | -0.12 | 0.01 |
| Treynor ratio | -0.85 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 2.92 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |