Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 86 | — |
| Standard deviation | 1.74 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 0.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 87 | — |
| Standard deviation | 2.15 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 31 | — |
| Standard deviation | 4.99 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 1.86 | — |
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 | — |