Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 87 | — |
| Standard deviation | 11.39 | — |
| Sharpe ratio | -0.39 | — |
| Treynor ratio | -4.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 84 | — |
| Standard deviation | 10.81 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -1.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 82 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -2.59 | — |
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 | — |