Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.56 | — |
| Beta | 0 | — |
| Mean annual return | -0.04 | — |
| R-squared | 23 | — |
| Standard deviation | 5.01 | — |
| Sharpe ratio | -0.93 | — |
| Treynor ratio | -12.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 0 | — |
| Mean annual return | -0.02 | — |
| R-squared | 19 | — |
| Standard deviation | 4.80 | — |
| Sharpe ratio | -0.57 | — |
| Treynor ratio | -7.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 10 | — |
| Standard deviation | 4.72 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.06 | — |
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 | — |