Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 47 | — |
| Standard deviation | 2.05 | — |
| Sharpe ratio | -0.72 | — |
| Treynor ratio | -2.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 47 | — |
| Standard deviation | 1.76 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -0.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 51 | — |
| Standard deviation | 1.46 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -0.36 | — |
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 | — |