Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 2 | — |
| Mean annual return | -0.28 | — |
| R-squared | 65 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | -0.49 | — |
| Treynor ratio | -3.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | -0.29 | — |
| R-squared | 52 | — |
| Standard deviation | 9.60 | — |
| Sharpe ratio | -0.50 | — |
| Treynor ratio | -3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.24 | — |
| R-squared | 20 | — |
| Standard deviation | 8.38 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -3.98 | — |
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 | — |