Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 93 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 95 | — |
| Standard deviation | 12.08 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 95 | — |
| Standard deviation | 11.80 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.90 | — |
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 | — |