Alexa.com is the subsidiary of Amazon.com.
Alexa is ranking the websites based on website traffic.
For example, we can see alexa ranking of our blog here.
Google takes first place in Alexa ranking.
Alexa ranking plays important role in estimating worth of website and for determining cost for advertisement.
It seems Alexa.com itself is not having any rank. It is just showing as "No Data".
If you know the reason you can share it here thro' comments.