Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 90 | — |
| Standard deviation | 8.70 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 91 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 92 | — |
| Standard deviation | 8.90 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.46 | — |
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 | — |