Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 3.03 | — |
R-squared | — | — |
Standard deviation | 157.07 | — |
Sharpe ratio | 0.21 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 1.26 | — |
R-squared | — | — |
Standard deviation | 125.24 | — |
Sharpe ratio | 0.10 | — |
Treynor ratio | — | — |
10 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | -0.16 | — |
R-squared | — | — |
Standard deviation | 92.68 | — |
Sharpe ratio | -0.04 | — |
Treynor ratio | — | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0 | — |
Price/Book (P/B) | 1.12 | — |
Price/Sales (P/S) | 0 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 9 | — |
3-year earnings growth | 0 | — |