Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 0 | — |
| Mean annual return | 0.79 | — |
| R-squared | 0 | — |
| Standard deviation | 0.37 | — |
| Sharpe ratio | -3.42 | — |
| Treynor ratio | 381.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 0 | — |
| Mean annual return | 0.58 | — |
| R-squared | 1 | — |
| Standard deviation | 0.94 | — |
| Sharpe ratio | -4.70 | — |
| Treynor ratio | 171.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 0 | — |
| Mean annual return | 0.51 | — |
| R-squared | 1 | — |
| Standard deviation | 0.80 | — |
| Sharpe ratio | -5.12 | — |
| Treynor ratio | 157.87 | — |
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 | — |