Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 99 | — |
| Standard deviation | 12.32 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 99 | — |
| Standard deviation | 12.53 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 99 | — |
| Standard deviation | 11.90 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.29 | — |
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 | — |