Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 78 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 82 | — |
| Standard deviation | 11.57 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 86 | — |
| Standard deviation | 10.21 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.80 | — |
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 | — |