Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 55 | — |
| Standard deviation | 0.34 | — |
| Sharpe ratio | -3.86 | — |
| Treynor ratio | -1.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 30 | — |
| Standard deviation | 0.51 | — |
| Sharpe ratio | -3.06 | — |
| Treynor ratio | -0.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 34 | — |
| Standard deviation | 0.41 | — |
| Sharpe ratio | -2.72 | — |
| Treynor ratio | -0.58 | — |
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 | — |