Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.16 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 89 | — |
| Standard deviation | 8.44 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -3.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 94 | — |
| Standard deviation | 9.75 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 94 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.70 | — |
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 | — |