Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | -0.65 | — |
| R-squared | 99 | — |
| Standard deviation | 20.78 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -8.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | -0.83 | — |
| R-squared | 98 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | -0.63 | — |
| Treynor ratio | -8.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | -0.17 | — |
| R-squared | 96 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -2.61 | — |
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 | — |