Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -62.51 | — |
| Beta | 0 | — |
| Mean annual return | -4.86 | — |
| R-squared | 0 | — |
| Standard deviation | 58.63 | — |
| Sharpe ratio | -1.06 | — |
| Treynor ratio | -1.58K | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -36.07 | — |
| Beta | 0 | — |
| Mean annual return | -2.51 | — |
| R-squared | 1 | — |
| Standard deviation | 61.64 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -158.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -28.63 | — |
| Beta | 0 | — |
| Mean annual return | -2.17 | — |
| R-squared | 1 | — |
| Standard deviation | 44.76 | — |
| Sharpe ratio | -0.62 | — |
| Treynor ratio | -207.88 | — |
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 | — |