Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 25 | — |
| Standard deviation | 2.05 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 4.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 41 | — |
| Standard deviation | 2.50 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 1.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 42 | — |
| Standard deviation | 2.65 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 2.73 | — |
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 | — |