Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.30 | — |
| R-squared | 6 | — |
| Standard deviation | 0.83 | — |
| Sharpe ratio | -7.78 | — |
| Treynor ratio | -74.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 0 | — |
| Mean annual return | 0.37 | — |
| R-squared | 2 | — |
| Standard deviation | 0.72 | — |
| Sharpe ratio | -8.08 | — |
| Treynor ratio | -138.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.79 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 8 | — |
| Standard deviation | 0.88 | — |
| Sharpe ratio | -5.83 | — |
| Treynor ratio | -39.45 | — |
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 | — |