Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 64 | — |
| Standard deviation | 6.01 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 59 | — |
| Standard deviation | 5.69 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 31 | — |
| Standard deviation | 6.23 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.54 | — |
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 | — |