Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 81 | — |
| Standard deviation | 10.17 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 77 | — |
| Standard deviation | 9.85 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 73 | — |
| Standard deviation | 9.80 | — |
| Sharpe ratio | 0.13 | — |
| 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 | — |