Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 99 | — |
| Standard deviation | 8.25 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 98 | — |
| Standard deviation | 7.79 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 97 | — |
| Standard deviation | 8.09 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.41 | — |
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 | — |