Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 18.02 | — |
| Beta | 0 | — |
| Mean annual return | 1.71 | — |
| R-squared | 9 | — |
| Standard deviation | 13.91 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 53.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.26 | — |
| Beta | 0 | — |
| Mean annual return | 1.08 | — |
| R-squared | 1 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 92.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 9.40 | — |
| Beta | 0 | — |
| Mean annual return | 0.93 | — |
| R-squared | 0 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 182.56 | — |
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 | — |