Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.37 | — |
| Beta | 0 | — |
| Mean annual return | -0.30 | — |
| R-squared | 69 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | -0.78 | — |
| Treynor ratio | -33.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 0 | — |
| Mean annual return | -0.31 | — |
| R-squared | 62 | — |
| Standard deviation | 9.85 | — |
| Sharpe ratio | -0.67 | — |
| Treynor ratio | -25.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 0 | — |
| Mean annual return | -0.14 | — |
| R-squared | 58 | — |
| Standard deviation | 8.38 | — |
| Sharpe ratio | -0.44 | — |
| Treynor ratio | -13.22 | — |
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 | — |