Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | -0.40 | — |
| R-squared | 99 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | -0.65 | — |
| Treynor ratio | -10.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | -0.37 | — |
| R-squared | 98 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | -0.60 | — |
| Treynor ratio | -8.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | -0.10 | — |
| R-squared | 95 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.57 | — |
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 | — |