Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | -0.01 |
| Beta | 1 | 0.02 |
| Mean annual return | 0.28 | 0.01 |
| R-squared | 94 | 0.78 |
| Standard deviation | 7.93 | 0.07 |
| Sharpe ratio | -0.19 | 0.01 |
| Treynor ratio | -1.70 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.44 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.20 | 0.00 |
| R-squared | 93 | 0.78 |
| Standard deviation | 7.16 | 0.06 |
| Sharpe ratio | -0.09 | 0.01 |
| Treynor ratio | -0.81 | 0.02 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.31 | 0.01 |
| R-squared | 88 | 0.79 |
| Standard deviation | 6.39 | 0.06 |
| Sharpe ratio | 0.26 | 0.01 |
| Treynor ratio | 1.25 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | 0 |
| Price/Book (P/B) | 0 | 0 |
| Price/Sales (P/S) | 0 | 0 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 0 | 0 |
| 3-year earnings growth | 0 | 0 |