Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 0 | — |
| Mean annual return | 0.61 | — |
| R-squared | 32 | — |
| Standard deviation | 8.08 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -12.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 0 | — |
| Mean annual return | 0.67 | — |
| R-squared | 35 | — |
| Standard deviation | 7.42 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.53 | — |
| R-squared | 43 | — |
| Standard deviation | 6.64 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -3.70 | — |
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 | — |