Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 1 | — |
| Standard deviation | 0.32 | — |
| Sharpe ratio | -6.43 | — |
| Treynor ratio | 1.38K | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 0 | — |
| Mean annual return | 0.12 | — |
| R-squared | 1 | — |
| Standard deviation | 0.41 | — |
| Sharpe ratio | -3.44 | — |
| Treynor ratio | -730.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 0 | — |
| Mean annual return | 0.09 | — |
| R-squared | 0 | — |
| Standard deviation | 0.31 | — |
| Sharpe ratio | -2.40 | — |
| Treynor ratio | -497.67 | — |
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 | — |