Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 0 | — |
| Mean annual return | 0.75 | — |
| R-squared | 5 | — |
| Standard deviation | 4.56 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -24.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 0 | — |
| Mean annual return | 0.62 | — |
| R-squared | 4 | — |
| Standard deviation | 3.85 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -17.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.59 | — |
| R-squared | 1 | — |
| Standard deviation | 3.05 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -2.19 | — |
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 | — |