Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 53 | — |
| Standard deviation | 6.52 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 44 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 21 | — |
| Standard deviation | 7.43 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.31 | — |
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 | — |