Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 96 | — |
| Standard deviation | 9.47 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 93 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 87 | — |
| Standard deviation | 6.22 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.45 | — |
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 | — |