Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 96 | — |
| Standard deviation | 5.85 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 92 | — |
| Standard deviation | 5.23 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 88 | — |
| Standard deviation | 4.58 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.44 | — |
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 | — |