Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 37 | — |
| Standard deviation | 2.18 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 1.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 31 | — |
| Standard deviation | 1.95 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 3.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 25 | — |
| Standard deviation | 2.15 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 0.96 | — |
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 | — |