Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 86 | — |
| Standard deviation | 10.78 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 76 | — |
| Standard deviation | 10.60 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 12.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 73 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.75 | — |
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 | — |