Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.24 | — |
| Beta | -1 | — |
| Mean annual return | -0.55 | — |
| R-squared | 17 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | -0.72 | — |
| Treynor ratio | 21.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 2 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | 12.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 2 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | 7.21 | — |
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 | — |