Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 44 | — |
| Standard deviation | 0.54 | — |
| Sharpe ratio | -2.88 | — |
| Treynor ratio | -9.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 0 | — |
| Mean annual return | 0.39 | — |
| R-squared | 51 | — |
| Standard deviation | 0.72 | — |
| Sharpe ratio | -1.02 | — |
| Treynor ratio | -3.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 0 | — |
| Mean annual return | 0.45 | — |
| R-squared | 55 | — |
| Standard deviation | 0.76 | — |
| Sharpe ratio | -0.64 | — |
| Treynor ratio | -2.60 | — |
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 | — |