Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 0 | — |
| Mean annual return | 0.33 | — |
| R-squared | 17 | — |
| Standard deviation | 0.24 | — |
| Sharpe ratio | -26.42 | — |
| Treynor ratio | -5.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 12 | — |
| Standard deviation | 0.46 | — |
| Sharpe ratio | -20.87 | — |
| Treynor ratio | -5.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.32 | — |
| Beta | 0 | — |
| Mean annual return | 0.31 | — |
| R-squared | 6 | — |
| Standard deviation | 0.48 | — |
| Sharpe ratio | -10.36 | — |
| Treynor ratio | -6.53 | — |
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 | — |