Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | -0.28 | — |
| R-squared | — | — |
| Standard deviation | 11.68 | — |
| Sharpe ratio | -0.69 | — |
| Treynor ratio | — | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 1.18 | — |
| R-squared | — | — |
| Standard deviation | 13.98 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | — | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.27 | — |
| R-squared | — | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 11.00K | — |
| 3-year earnings growth | -2.92 | — |