Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.28 | — |
R-squared | — | — |
Standard deviation | 9.63 | — |
Sharpe ratio | -0.12 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.39 | — |
R-squared | — | — |
Standard deviation | 9.57 | — |
Sharpe ratio | 0.20 | — |
Treynor ratio | — | — |
10 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.14 | — |
R-squared | — | — |
Standard deviation | 9.45 | — |
Sharpe ratio | -0.03 | — |
Treynor ratio | — | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0 | — |
Price/Book (P/B) | 0.68 | — |
Price/Sales (P/S) | 0.59 | — |
Price/Cashflow (P/CF) | 0.13 | — |
Median market vapitalization | 13.18K | — |
3-year earnings growth | 0 | — |