Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 75 | — |
| Standard deviation | 2.94 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -0.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 71 | — |
| Standard deviation | 2.55 | — |
| Sharpe ratio | -0.52 | — |
| Treynor ratio | -0.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 69 | — |
| Standard deviation | 1.92 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.15 | — |
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 | — |