Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 0 | — |
| Mean annual return | 0.68 | — |
| R-squared | 27 | — |
| Standard deviation | 5.80 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -13.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 0 | — |
| Mean annual return | 0.58 | — |
| R-squared | 20 | — |
| Standard deviation | 4.98 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -9.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 21 | — |
| Standard deviation | 3.92 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -6.75 | — |
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 | — |