Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 88 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 89 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.69 | — |
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 | — |