Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 3 | — |
| Mean annual return | 0.48 | — |
| R-squared | 61 | — |
| Standard deviation | 0.49 | — |
| Sharpe ratio | -2.02 | — |
| Treynor ratio | -0.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 3 | — |
| Mean annual return | 0.40 | — |
| R-squared | 37 | — |
| Standard deviation | 0.58 | — |
| Sharpe ratio | -1.15 | — |
| Treynor ratio | -0.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | -1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 1 | — |
| Standard deviation | 1.68 | — |
| Sharpe ratio | -0.65 | — |
| Treynor ratio | 0.88 | — |
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 | — |