Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.17 | — |
| R-squared | — | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | -0.71 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.17 | — |
| R-squared | — | — |
| Standard deviation | 8.77 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.18 | — |
| R-squared | — | — |
| Standard deviation | 8.12 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 17.72K | — |
| 3-year earnings growth | 1.23 | — |