Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.58 | — |
| Beta | 0 | — |
| Mean annual return | -0.22 | — |
| R-squared | 14 | — |
| Standard deviation | 3.42 | — |
| Sharpe ratio | -1.81 | — |
| Treynor ratio | 77.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 0 | — |
| Mean annual return | 0.16 | — |
| R-squared | 4 | — |
| Standard deviation | 3.69 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | 9.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 4 | — |
| Standard deviation | 4.29 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -9.92 | — |
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 | — |