Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 69 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 73 | — |
| Standard deviation | 17.12 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -4.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 82 | — |
| Standard deviation | 19.19 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 19.15K | — |
| 3-year earnings growth | 0 | — |