Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.88 | — |
| Beta | 0 | — |
| Mean annual return | -0.32 | — |
| R-squared | 0 | — |
| Standard deviation | 10.15 | — |
| Sharpe ratio | -0.48 | — |
| Treynor ratio | 1.05K | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 0 | — |
| Mean annual return | -0.21 | — |
| R-squared | 0 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | -0.46 | — |
| Treynor ratio | -15.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 7 | — |
| Standard deviation | 5.93 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.08 | — |
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 | — |