Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 95 | — |
| Standard deviation | 4.38 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -2.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 89 | — |
| Standard deviation | 3.71 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 72 | — |
| Standard deviation | 3.54 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.25 | — |
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 | — |