Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 1 | — |
| Mean annual return | -0.78 | — |
| R-squared | 99 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | -0.65 | — |
| Treynor ratio | -9.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | -0.92 | — |
| R-squared | 98 | — |
| Standard deviation | 17.79 | — |
| Sharpe ratio | -0.71 | — |
| Treynor ratio | -9.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | -0.13 | — |
| R-squared | 96 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -2.30 | — |
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 | — |