Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 35 | — |
| Standard deviation | 2.12 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 2.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 30 | — |
| Standard deviation | 1.93 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 3.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 24 | — |
| Standard deviation | 2.15 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 0.99 | — |
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 | — |