Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 89 | — |
| Standard deviation | 10.11 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 85 | — |
| Standard deviation | 9.78 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 87 | — |
| Standard deviation | 11.22 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.52 | — |
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 | — |