Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 48 | — |
| Standard deviation | 11.80 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 55 | — |
| Standard deviation | 11.16 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 62 | — |
| Standard deviation | 10.65 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.80 | — |
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 | — |