Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 34 | — |
| Standard deviation | 4.65 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -2.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 0 | — |
| Mean annual return | 0.17 | — |
| R-squared | 11 | — |
| Standard deviation | 4.36 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -2.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 0 | — |
| Mean annual return | 0.13 | — |
| R-squared | 0 | — |
| Standard deviation | 4.80 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -9.87 | — |
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 | — |