Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.42 | — |
| Beta | 0 | — |
| Mean annual return | -0.28 | — |
| R-squared | 34 | — |
| Standard deviation | 1.77 | — |
| Sharpe ratio | -3.87 | — |
| Treynor ratio | 106.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 2 | — |
| Standard deviation | 2.73 | — |
| Sharpe ratio | -0.65 | — |
| Treynor ratio | 68.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 0 | — |
| Mean annual return | 0.18 | — |
| R-squared | 2 | — |
| Standard deviation | 2.12 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | -17.79 | — |
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 | — |