Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 88 | — |
| Standard deviation | 1.34 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 0.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 90 | — |
| Standard deviation | 1.84 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 1.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 74 | — |
| Standard deviation | 1.98 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 0.65 | — |
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 | — |