Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 95 | — |
| Standard deviation | 7.38 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 95 | — |
| Standard deviation | 6.59 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 94 | — |
| Standard deviation | 7.02 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.16 | — |
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 | — |