Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 32 | — |
| Standard deviation | 3.55 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 0 | — |
| Mean annual return | 0.24 | — |
| R-squared | 18 | — |
| Standard deviation | 3.38 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 0 | — |
| Standard deviation | 4.07 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | 2.07 | — |
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 | — |