Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 60 | — |
| Standard deviation | 4.92 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 58 | — |
| Standard deviation | 5.12 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 59 | — |
| Standard deviation | 5.11 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.34 | — |
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 | — |