Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 95 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 97 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 97 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.42 | — |
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 | — |