Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 96 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 96 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 95 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.55 | — |
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 | — |