Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 47 | — |
| Standard deviation | 1.79 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 42 | — |
| Standard deviation | 1.92 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 1.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 56 | — |
| Standard deviation | 3.36 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.03 | — |
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 | — |