Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 80 | — |
| Standard deviation | 6.94 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 73 | — |
| Standard deviation | 5.60 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 53 | — |
| Standard deviation | 4.95 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.08 | — |
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 | — |