Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 90 | — |
| Standard deviation | 1.94 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 1.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 90 | — |
| Standard deviation | 2.33 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 1.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 80 | — |
| Standard deviation | 3.29 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 1.56 | — |
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 | — |