Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 92 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 88 | — |
| Standard deviation | 15.60 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 88 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.45 | — |
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 | — |